A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models
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DOI: 10.1016/j.econlet.2014.05.009
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Cited by:
- Li Tao & Yuanjie Zhang & Maozai Tian, 2019. "Quantile Regression for Dynamic Panel Data Using Hausman–Taylor Instrumental Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1033-1069, March.
- Li Tao & Lingnan Tai & Manling Qian & Maozai Tian, 2023. "A New Instrumental-Type Estimator for Quantile Regression Models," Mathematics, MDPI, vol. 11(15), pages 1-26, August.
- Steven D. Silver, 2016. "A QUAIDS Model of Need-Based Structure in U.S. Personal Consumption 2006–2012," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 303-323, September.
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More about this item
Keywords
Shrinkage; Panel quantiles; Instrumental variables;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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