A simple approach to quantile regression for panel data

@inproceedings{CANAY2011ASA,
  title={A simple approach to quantile regression for panel data},
  author={IVAN A. CANAY},
  year={2011}
}
  • IVAN A. CANAY
  • Published 2011
Panel data models and quantile regression models are both widely used in applied econometrics and popular topics of research in theoretical papers. Quantile regression models allow the researcher to account for unobserved heterogeneity and heterogeneous covariates effects, while the availability of panel data potentially allows the researcher to include fixed effects to control for some unobserved covariates. There has been little but growing work at the intersection of these two methodologies… CONTINUE READING
Highly Influential
This paper has highly influenced 16 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 45 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 36 extracted citations

References

Publications referenced by this paper.
Showing 1-8 of 8 references

Regression quantiles

  • R. Cambridge University Press. Koenker, G. Bassett
  • Econometrica 46, 33–50. Lamarche, C. (2010…
  • 1978
Highly Influential
4 Excerpts

Asymptotic Statistics

  • College, A. W. London. van der Vaart
  • Cambridge: Cambridge University Press. van der…
  • 1998

Multivariate regression models for panel data

  • G. Chamberlain
  • Journal of Econometrics
  • 1982
1 Excerpt

Similar Papers

Loading similar papers…