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/...
nber working paper series quantile regression with panel data This paper studies a quantile regression dynamic panel model with fixed effects. Panel data fixed effects estimators are typically biased in the presence o... BS Graham,J Hahn,A Poirier,... 被引量: 0发表: 2018年 Quantile Regression...
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....
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 ...
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...
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
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 ...
This paper studies a penalized quantile regression for spatial panel model with fixed effects, where a penalized method is used to control additional variability by shrinking the individual fixed effects to a common value with a tuning parameter. The bias is reduced by employing the instrumental vari...