Penalized quantile regression for spatial panel data with fixed effects

DOI10.1080/03610926.2021.1934028OpenAlexW3170195777MaRDI QIDQ5875324

Jiayuan Jiang, Yaqin Feng, Yuan-Qing Zhang

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1934028

zbMATH Keywords

spatialquantile regressionfixed effectspanel data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Estimation of spatial autoregressive panel data models with fixed effects
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Panel data models with spatially correlated error components
• Instrumental variable quantile regression: a robust inference approach
• Instrumental quantile regression inference for structural and treatment effect models
• Asymptotics for panel quantile regression models with individual effects
• Robust penalized quantile regression estimation for panel data
• A quantile regression approach for estimating panel data models using instrumental variables
• Testing panel data regression models with spatial error correlation.
• Quantile regression for longitudinal data
• On the unbiased asymptotic normality of quantile regression with fixed effects
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects