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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models

Citations

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Cited by:

  1. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
  2. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  3. Novelli, Giacomo, "undated". "Energy Dependency and Long-Run Growth," FEEM Working Papers 329650, Fondazione Eni Enrico Mattei (FEEM).
  4. Ngesisa Magida & Thobeka Ncanywa & Kin Sibanda & Abiola John Asaleye, 2025. "Human Capital Development and Public Health Expenditure: Assessing the Long-Term Sustainability of Economic Development Models," Social Sciences, MDPI, vol. 14(6), pages 1-27, June.
  5. Asad Nisar & Rabia Rafique, 2025. "Fiscal strategies for sustainable debt management in developing economies: dynamic common correlated effects approach," Economic Change and Restructuring, Springer, vol. 58(4), pages 1-31, August.
  6. Bataka, Hodabalo, 2021. "Globalization and Environmental Pollution in Sub-Saharan Africa," African Journal of Economic Review, African Journal of Economic Review, vol. 9(01), January.
  7. Shittu, Ibrahim & Saqib, Abdul & Tang, Chor Foon & Chen, You, 2025. "Does global geopolitical risk jeopardize the clean energy transition? New evidence from a global panel," Renewable and Sustainable Energy Reviews, Elsevier, vol. 223(C).
  8. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
  9. Gillman, Max & Csabafi, Tamas Z. & Benk, Szilard & Matyas, Laszlo & Smith, Mitchell P. & Harris, Mark N., 2026. "Revisiting neoclassical growth theory: A primary role for inflation and capacity utilization," Economic Modelling, Elsevier, vol. 154(C).
  10. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2025. "Asymmetric sovereign risk: Implications for climate change preparation," World Development, Elsevier, vol. 188(C).
  11. Gagan Deep Sharma & Muhammad Ibrahim Shah & Ritika Chopra & Amar Rao & Umer Shahzad, 2025. "Impact of technological advancement and greener energy on sustainable agriculture in Asia: Evidence from selected Asian countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(1), pages 221-237, February.
  12. Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024. "Vulnerable funding in the global economy," Journal of Banking & Finance, Elsevier, vol. 169(C).
  13. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng & Song, Yong, 2025. "Bayesian inference for dynamic spatial quantile models with interactive effects," MPRA Paper 123815, University Library of Munich, Germany.
  14. Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
  15. Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023. "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, vol. 32(C).
  16. Giacomo Novelli, 2022. "Energy Dependency and Long-Run Growth," Working Papers 2022.42, Fondazione Eni Enrico Mattei.
  17. David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
  18. Abankwah, Stephen Asare & Afriyie, Samuel Osei, 2025. "Modelling Sustainable Energy Transition in BRICS+ Countries: A Smoothed Common Correlated Effects Instrumental Variable Quantile Regression Approach," MPRA Paper 123758, University Library of Munich, Germany.
  19. Kim Tae Yeon & Oh Hee-Seok & Lim Yaeji, 2026. "Forecasting High-Dimensional Non-Normal Time Series Using Averaged Quantile Regression," Journal of Time Series Econometrics, De Gruyter, vol. 18(1), pages 49-61.
  20. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
  21. Abdullah Emre Caglar & Bulent Guloglu & Ayfer Gedikli, 2022. "Moving towards sustainable environmental development for BRICS: Investigating the asymmetric effect of natural resources on CO2," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 1313-1325, October.
  22. Razzaq, Asif & Ajaz, Tahseen & Li, Jing Claire & Irfan, Muhammad & Suksatan, Wanich, 2021. "Investigating the asymmetric linkages between infrastructure development, green innovation, and consumption-based material footprint: Novel empirical estimations from highly resource-consuming economies," Resources Policy, Elsevier, vol. 74(C).
  23. Lee, Yoonseok & Sul, Donggyu, 2023. "Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
  24. Harold D. Chiang & Antonio F. Galvao & Chia-Min Wei, 2026. "Panel Quantile Regression with Common Shocks," Papers 2602.19201, arXiv.org.
  25. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
  26. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
  27. Cepoi, Cosmin-Octavian, 2020. "Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil," Finance Research Letters, Elsevier, vol. 36(C).
  28. Yang, Jisheng & Wei, Jinbao & Cai, Biqing, 2022. "Quantile unit root inference for panel data with common shocks," Economics Letters, Elsevier, vol. 219(C).
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