A simple estimator for quantile panel data models using smoothed quantile regressions
نویسندگان
چکیده
منابع مشابه
Smoothed quantile regression for panel data∗
This paper studies fixed effects estimation of quantile regression (QR) models with panel data. Previous studies show that there are two important difficulties with the standard QR estimation. First, the estimator can be biased because of the well-known incidental parameters problem. Secondly, the non-smoothness of the objective function significantly complicates the asymptotic analysis of the ...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2020
ISSN: 1368-4221,1368-423X
DOI: 10.1093/ectj/utaa023