Panel data quantile regression with grouped fixed effects

DOI10.1016/j.jeconom.2019.04.006zbMath1456.62285arXiv1801.05041OpenAlexW2962983230WikidataQ127730967 ScholiaQ127730967MaRDI QIDQ2330747

Jiaying Gu, Stanislav Volgushev

Publication date: 23 October 2019

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

Full work available at URL: https://arxiv.org/abs/1801.05041

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (10)

Automatic variable selection in a linear model on massive data ⋮ Estimation and identification of latent group structures in panel data ⋮ Grouped Generalized Estimating Equations for Longitudinal Data Analysis ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ A multi-kink quantile regression model with common structure for panel data analysis ⋮ Dynamic modeling for multivariate functional and longitudinal data ⋮ Modeling panels of extremes ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Unnamed Item ⋮ Quantile Methods for Stochastic Frontier Analysis

Uses Software

• Mosek
• covTest
• clusfind
• clusterpath

Cites Work

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• Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

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