Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
From MaRDI portal
Publication:4991599
DOI10.3982/QE802zbMath1466.62304MaRDI QIDQ4991599
Jungmo Yoon, Antonio F. jun. Galvao
Publication date: 3 June 2021
Published in: Quantitative Economics (Search for Journal in Brave)
quantile regressionpanel datacluster robust standard errorsheteroskedasticity and autocorrelation consistent covariance matrix estimation
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Related Items (1)
This page was built for publication: Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
