Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors
نویسندگان
چکیده
منابع مشابه
Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors∗
Unconditional quantile treatment effects are difficult to estimate in the presence of fixed effects. Panel data are frequently used because fixed effects or differences are necessary to identify the parameters of interest. The inclusion of fixed effects or differencing of data, however, changes the interpretation of the estimates. This paper introduces a quantile estimator for panel data which ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1722954