Quantile Regression with Panel Data
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- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Cited by:
- Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España;Working Papers Homepage.
- Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
- Frantisek Cech & Jozef Barunik, 2017.
"Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns,"
Papers
1708.08622, arXiv.org.
- Frantisek Cech & Jozef Barunik, 2017. "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES 2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018.
"Network and panel quantile effects via distribution regression,"
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CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data estimation via quantile regressions,"
Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation via Quantile Regression," Working Papers wp2015_1505, CEMFI.
- Pietro Santoleri, 2019. "Innovation and job creation in (high-growth) new firms," LEM Papers Series 2019/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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More about this item
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single 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
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-03-27 (Econometrics)
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