Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects (Q4991599)
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scientific article; zbMATH DE number 7354488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects |
scientific article; zbMATH DE number 7354488 |
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Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects (English)
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3 June 2021
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cluster robust standard errors
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quantile regression
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panel data
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heteroskedasticity and autocorrelation consistent covariance matrix estimation
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