The incidental parameter problem in a non-differentiable panel data model

DOI10.1016/J.ECONLET.2009.07.015zbMath1181.62190OpenAlexW2091467329MaRDI QIDQ1046346

James L. Powell, Jinyong Hahn, Bryan S. Graham

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.07.015

zbMATH Keywords

quantilepanelincidental parameter problem

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (6)

Smoothed quantile regression for panel data ⋮ Network and panel quantile effects via distribution regression ⋮ Asymptotics for panel quantile regression models with individual effects ⋮ Estimating and testing a quantile regression model with interactive effects ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Set identification via quantile restrictions in short panels

Cites Work

• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Consistent Estimates Based on Partially Consistent Observations

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