With a time span from 1995 to 2014, for 55 countries around the world, a quantile regression model for panel data was used to analyze energy use, economic growth, and sustainability. The novel aspect of this chapter is not only to analyze and compare economic growth and approaches to ...
Introduction Model and estimator Asymptotics Traditional Panel Grouped Stata commands Application Stata commands to estimate quantile regression with panel and grouped data Blaise Melly and Martina Pons University of Bern blaise.melly@unibe.ch November 18, 2022 Blaise Melly and Martina Pons Minimum ...
The analysis started with the preliminary data analysis involving the summary statistics, pairwise correlation, and graphical examination of the relationship between fiscal discipline and fiscal federalism. Thereafter, the baseline regression analysis using the panel two-stage least squares technique follows....
In the previous section, we introduce the panel quantile regression model for financial returns, which is used in the applied part of the paper to analyze empirical data.6 In this section, we describe alternative approaches that can be viewed as direct competitors to our model. The benchmarks...
Lamarche (2012): "Quantile Regression Estimation of Panel Du- ration Models with Censored Data," in Essays in Honor of Jerry Hausman (Advances in Econometrics, Volume 29), chap. 15, pp. 237-267.Harding, M., and C. Lamarche, 2012, Quantile Regression Estimation of Panel Duration Models ...
本文研究了基于面板数据的分位数回归模型的变量选择问题.通过增加改进的自适应Lasso惩罚项,同时实现了固定效应面板数据的分位数回归和变量选择,得到了模型中参数的选择相合性和渐近正态性.随机模拟验证了该方法的有效性.推广了文献[14]的结论.In this paper, we consider
This paper investigates a class of penalized quantile regression estimators for panel data. The penalty serves to shrink a vector of individual specific effects toward a common value. The degree of this shrinkage is controlled by a tuning parameter X. It
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 ...
Lamarche, C. (2021).Quantile regression for panel data and factor models.Oxford Research Encyclopedia of Economics and Finance. Google Scholar Madueke, C. M., Anisiobi, C. A., & Ozoh, J. N. (2022). Foreign direct investment and poverty reduction in Nigeria: Implication for sustainable de...
In doing so, we apply panel quantile regression (PQR). The empirical findings delineate that EPU has a negative impact on GGDP, whereas IQ and RENE enhance the GGDP in E-7 countries. Based on the outcomes, this study suggests policy implications for achieving targets of the SDG 07, SDG ...