A quantile correlated random coefficients panel data model

DOI10.1016/j.jeconom.2018.06.004zbMath1452.62912OpenAlexW3124575475WikidataQ129546698 ScholiaQ129546698MaRDI QIDQ1792446

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

Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/149784

zbMATH Keywords

quantile regressionfixed effectspanel dataunion wage premiumdecomposition analysisdifference-in-differencesdiscrete bandwidth asymptotics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (7)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ High-dimensional latent panel quantile regression with an application to asset pricing ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Network and panel quantile effects via distribution regression ⋮ Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya ⋮ Natural disasters and economic growth: a quantile on quantile approach ⋮ Quantile Methods for Stochastic Frontier Analysis

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