Using a panel quantile regression estimation approach for a sample of twenty countries over the period 1996–2018, this study establishes that the impact of fiscal federalism on fiscal discipline may not be constant on the conditional mean of the fiscal discipline but varies along its conditional ...
• We have implemented these estimators in Stata: mdqr for grouped data and xtmdqr for panel data. Blaise Melly and Martina Pons Minimum distance quantile regression November 18, 2022 2 / 17 Introduction Model and estimator Asymptotics Traditional Panel Grouped Stata commands Application Traditional...
Empirical analyses of quantile regression models are obtained using Stata’s “sreg” command. Due to the economic importance to the global economy (Ahmad et al., 2021), this study focuses on a developed market. Financial turmoil induced by crises may have had a significant impact on profits,...
11 8. Panel data Suppose now that we are interested in estimating Qyit (τjxit , ηi ) = xi0t β (τ) + η (τ)i , with i = 1, . . . , n; t = 1, . . . , T . As in mean regression, "…xed e¤ects" can be important. 12 Estimation of quantile regression with ...
Simultaneous quantile regression was performed using the sqreg command of Stata (version. 11, StataCorp, College Station, TX) and one thousand bootstrap samples were drawn to estimate the variance-covariance matrix for the 91 quantile regression coefficients between the 5thand 95thpercentiles of the ...
This paper explores the multifaceted relationship between identified anthropogenic critical factors and their role in effectively managing ecological risk globally. This study has developed the second-generation dynamic panel quantile regression considering spatial effects of economic activities on ecology across...
Residential electricity consumption Retail package Quantile regression Time-of-use price 1. Introduction Since the deregulation of the retail electricity market in China, there has been a rapid increase in the number of retail electricity suppliers. Some retailers affiliated with power plants have already...
st: Block bootstrapping in quantile regression FromJorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> To<statalist@hsphsun2.harvard.edu> Subjectst: Block bootstrapping in quantile regression DateMon, 16 Nov 2009 18:11:07 -0500
linear instrumental-variables quantile regression (IVQR) model that accounts for endogenous covariates using two estimators: the inverse quantile regression (IQR) estimator proposed in Chernozhukov and Hansen (2006) and the smoothed estimating equations (SEE) estimator outlined in Kaplan and Sun (2017)....
CO2emissions. While quantile regression results show that public and private health expenditures can mitigate CO2emissions; however, these results differ for various levels of CO2. Findings of quantile regression show a significant impact of both public and private health expenditures in reducing CO2at ...