Quantile estimation of heterogenous panel quantile model with group structure

DOI10.1016/j.econlet.2024.111798MaRDI QIDQ6594843

Yanyan Ren, Donglin Li, Wenyue Wang

Publication date: 29 August 2024

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

quantile regressiongroup structureC-Lassoheterogenous panel data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Common breaks in means and variances for panel data
• Estimation of heterogeneous panels with structural breaks
• Quantile regression for longitudinal data
• Identifying latent group structures in nonlinear panels
• Identifying Latent Structures in Panel Data
• A simple approach to quantile regression for panel data

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