Robust penalized quantile regression estimation for panel data
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Publication:736536
DOI10.1016/j.jeconom.2010.03.042zbMath1431.62161OpenAlexW2056617883MaRDI QIDQ736536
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.042
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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