A quantile regression approach for estimating panel data models using instrumental variables
AbstractWe introduce a quantile regression approach to panel data models with endogenous variables and individual effects correlated with the independent variables. We find newly developed quantile regression methods can be easily adapted to estimate this class of models efficiently.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 104 (2009)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/ecolet
Quantile regression Instrumental Variables Individual Effects;
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