A spatial panel quantile model with unobserved heterogeneity
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Publication:2106401
DOI10.1016/j.jeconom.2021.08.004OpenAlexW3211140563MaRDI QIDQ2106401
Kunpeng Li, Tomohiro Ando, Lina Lü
Publication date: 14 December 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.08.004
endogeneityspatial effectsheterogeneous panelquantile factor structureserial and cross-sectional correlations
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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