Pages that link to "Item:Q738001"

The following pages link to Quantile regression for dynamic panel data with fixed effects (Q738001):

Displaying 50 items.

• Linear quantile mixed models (Q111690) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
• Dynamic quantile models (Q299276) (← links)
• VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Set identification via quantile restrictions in short panels (Q738106) (← 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)
• Penalized quantile regression for dynamic panel data (Q989274) (← links)
• A quantile regression approach for estimating panel data models using instrumental variables (Q1046231) (← links)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
• Tail event driven networks of SIFIs (Q1739652) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Parametric variability in cross-country growth regressions: an application of quantile-regression methodology (Q1934778) (← links)
• Assessing wage status transition and stagnation using quantile transition regression (Q2179952) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model (Q2208892) (← links)
• On the effects of macroprudential policies on growth-at-risk (Q2209566) (← links)
• Quantile regression for panel count data based on quadratic inference functions (Q2301117) (← links)
• Quantile-regression-based clustering for panel data (Q2330746) (← links)
• What do mean impacts miss? Distributional effects of corporate diversification (Q2330748) (← links)
• Quantiles via moments (Q2330750) (← links)
• Modelling and estimation of nonlinear quantile regression with clustered data (Q2416737) (← links)
• Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Multi-dimensional latent group structures with heterogeneous distributions (Q2688647) (← links)
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
• (Q3175709) (← links)
• A simple approach to quantile regression for panel data (Q4913915) (← links)
• Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
• Quantile regression for general spatial panel data models with fixed effects (Q5036964) (← links)
• Quantile regression for panel data models with fixed effects under random censoring (Q5077516) (← links)
• Nonlinear panel data estimation via quantile regressions (Q5093941) (← links)
• A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
• ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
• TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
• Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Bayesian inference for quantile autoregressive model with explanatory variables (Q6106243) (← links)
• Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
• Variable selection of the spatial autoregressive quantile model with fixed effects (Q6665925) (← links)