A simple approach to quantile regression for panel data

  title={A simple approach to quantile regression for panel data},
  author={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
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