Pages that link to "Item:Q989274"
From MaRDI portal
The following pages link to Penalized quantile regression for dynamic panel data (Q989274):
Displaying 28 items.
- Linear quantile mixed models (Q111690) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Bayesian endogeneity bias modeling (Q2016001) (← links)
- Quantile-regression-based clustering for panel data (Q2330746) (← links)
- What do mean impacts miss? Distributional effects of corporate diversification (Q2330748) (← links)
- Modelling and estimation of nonlinear quantile regression with clustered data (Q2416737) (← links)
- Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
- (Q3175709) (← links)
- (Q4687801) (← links)
- Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
- TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- Penalized quantile regression for spatial panel data with fixed effects (Q5875324) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Alternative fixed-effects panel model using weighted asymmetric least squares regression (Q6091271) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
