# Quantile Regression for Time-Series-Cross-Section Data

@inproceedings{Alexander2010QuantileRF, title={Quantile Regression for Time-Series-Cross-Section Data}, author={Marcus Alexander and Matthew Harding and Carlos Lamarche}, year={2010} }

This paper introduces quantile regression methods for the analysis of time-series-cross-section data. Quantile regression offers a robust, and therefore efficient alternative to least squares estimation. We show that quantile regression can be used in the presence of endogenous covariates, and can also account for unobserved individual effects. Moreover, the estimation of these models is no more demanding today than that of a least squares model. We use quantile regression methods to re… Expand

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