L. Powell (2015): "Quantile Regression with Panel Data," Tech. rep., National Bureau of Economic Research.Graham, B. S., Hahn, J., Poirier, A., & Powell, J. L. (2015). Quantile Regression with Panel Data. NBER Working Paper No. 21034. Cambridge, MA: NBER. https://doi.org/...
(2013), Powell (2009), Wei and He (2006), Ando and Tsay (2011), Rosen (2012), and Ponomareva (2010). The analysis of an incidental parameter problem in quantile regression with fixed effects is described in Graham et al. (2009) and Kato and Galvao (2010). The next section ...
BS Graham,J Hahn,A Poirier,JL Powell 摘要: We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section ...
Two-step estimation of semiparametric censored regression models Root- n-consistent estimators of the regression coefficients in the linear censored regression model under conditional quantile restrictions on the error t... S Khan,JL Powell - 《Journal of Econometrics》 被引量: 172发表: 2001年 ...
Powell, D. 2020. “Quantile Regression with Nonadditive Fixed Effects.” In RAND Working Paper.10.1007/s00181-022-02216-6Search in Google Scholar Puhani, P. A., and K. Sonderhof. 2010. “The Effects of a Sick Pay Reform on Absence and on Health-Related Outcomes.” Journal of Health Ec...
Powell, D., Wagner, J.: The exporter productivity premium along the productivity distribution: evidence from quantile regression with nonadditive firm fixed ... Powell,D.,Wagner,... - 《Weltwirtschaftliches Archiv》 被引量: 37发表: 2014年 The exporter productivity premium along the productivity ...
This study examines the impact of foreign direct investments on ecological footprint along with other explanatory variables of 92 countries from the year 2001 to 2016. Here, we applied the panel quantile regression model to meet the purpose of our study as it considers unobserved country heterogenei...
Estimated Coefficients for the Quantile Regression Panel Model (Fixed Effect) Explanatory FactorsEstimateSEt-valuePr(>|t|) Quantile = 0.01 Log(AUM) (β1) –0.24769 0.02699 –9.17679 0 S&P 500 (β2) –0.23214 0.03722 –6.23726 0 FTSE 100 (β3) 0.33407 0.03429 9.74114 0 MSCI World...
Regarding the relationship between insurance development and health expenditure growth, the estimated results of most regression equations show that the growth of insurance factors has a significant negative impact on the growth of health expenditures, with the exception of Eq. (A2), which shows a si...
Due to climate change and global warming, levels of risk and uncertainty of natural hazards such as storms, flooding, sea level rise have increased. This s