A simple approach to quantile regression for panel data

This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation of the data that gets rid of the fixed effects under the assumption that these effects are location shifters. The new estimator is consisten...

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Veröffentlicht in:	The econometrics journal 2011-10, Vol.14 (3), p.368-386
1. Verfasser:	Canay, Ivan A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied economics Asymptotic methods Consistent estimators Covariance Data models Deconvolution Econometric models Econometrics Economic models Eigenfunctions Estimating techniques Estimation Estimation bias Estimators Fixed effects Panel data Panel data models Quantile regression Quantile regression model Random variables Regression analysis Studies Two-step estimator
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