Smoothed quantile regression for panel data

DOI10.1016/j.jeconom.2016.01.008zbMath1420.62483OpenAlexW2190877780MaRDI QIDQ284303

Kengo Kato, Antonio F. jun. Galvao

Publication date: 18 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.008

zbMATH Keywords

smoothingquantile regressionpanel databias correctionincidental parameters problem

Mathematics Subject Classification ID

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

Related Items (18)

Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve ⋮ High-dimensional latent panel quantile regression with an application to asset pricing ⋮ Shrinkage quantile regression for panel data with multiple structural breaks ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Smoothed quantile regression with large-scale inference ⋮ Panel quantile regression for extreme risk ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Network and panel quantile effects via distribution regression ⋮ The asymmetric effects of monetary policy on the business cycle: evidence from the panel smoothed quantile regression model ⋮ Efficient minimum distance estimator for quantile regression fixed effects panel data ⋮ Variable importance assessments and backward variable selection for multi-sample problems ⋮ Quantile regression under memory constraint ⋮ A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data ⋮ TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY ⋮ Panel data quantile regression with grouped fixed effects ⋮ Smoothed GMM for quantile models ⋮ Quantiles via moments ⋮ Quantile Methods for Stochastic Frontier Analysis

Uses Software

• quantreg

Cites Work

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