Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection
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More about this item
Keywords
Sample selection; panel data; quantile regression; nonseparable models; correlated random effects; control function approach; nonparametric identification; sieve two-step estimation;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-10-12 (Econometrics)
- NEP-ORE-2020-10-12 (Operations Research)
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