Reconsideration of a simple approach to quantile regression for panel data
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- Galina Besstremyannaya & Sergei Golovan, 2018. "Reconsideration of a simple approach to quantile regression for panel data," Working Papers w0248, New Economic School (NES).
References listed on IDEAS
- Ivan A. Canay, 2011. "A simple approach to quantile regression for panel data," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 368-386, October.
- Koenker, Roger, 2004. "Quantile regression for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 74-89, October.
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More about this item
Keywords
Quantile regression; panel data; fixed effects; inference;All these keywords.
JEL classification:
- 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
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