Pages that link to "Item:Q5093941"
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The following pages link to Nonlinear panel data estimation via quantile regressions (Q5093941):
Displaying 18 items.
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- On the identification of joint distributions using marginals and aggregates (Q2208860) (← links)
- Quantile regression for panel count data based on quadratic inference functions (Q2301117) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- Quantiles via moments (Q2330750) (← links)
- Nonparametric identification in panels using quantiles (Q2516311) (← links)
- Average and quantile effects in nonseparable panel models (Q2857548) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Network and panel quantile effects via distribution regression (Q6199639) (← links)
- Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence (Q6199659) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- A correlated random coefficient panel model with time-varying endogeneity (Q6600006) (← links)
- Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
- Multistate quantile regression models (Q6627269) (← links)
