• Mathematics
• Published 2013
• DOI:10.1080/01621459.2013.818002

Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

@inproceedings{Galvao2013EstimationOC,
  title={Estimation of Censored Quantile Regression for Panel Data With Fixed Effects},
  author={Antonio F. Galvao and Carlos Lamarche and Luiz Renato Lima},
  year={2013}
}

• Antonio F. Galvao, Carlos Lamarche, Luiz Renato Lima

This article investigates estimation of censored quantile regression (QR) models with fixed effects. Standard available methods are not appropriate for estimation of a censored QR model with a large number of parameters or with covariates correlated with unobserved individual heterogeneity. Motivated by these limitations, the article proposes estimators that are obtained by applying fixed effects QR to subsets of observations selected either parametrically or nonparametrically. We derive the… CONTINUE READING

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