Nonlinear panel data estimation via quantile regressions

DOI10.1111/ectj.12062OpenAlexW2199979468MaRDI QIDQ5093941

Stéphane Bonhomme, Manuel Arellano

Publication date: 2 August 2022

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

Full work available at URL: http://hdl.handle.net/10419/130054

zbMATH Keywords

quantile regressionpanel dataexpectation-maximizationdynamic modelsnon-separable heterogeneity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Smoothed quantile regression for panel data ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Network and panel quantile effects via distribution regression ⋮ Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence ⋮ On the identification of joint distributions using marginals and aggregates ⋮ Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods ⋮ A quantile correlated random coefficients panel data model ⋮ Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data ⋮ Panel data quantile regression with grouped fixed effects

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