A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models

This paper proposes an ℓ1 penalized quantile regression estimator which adapts the Hausman–Taylor instrumental variable approach in order to address the bias resulting from the shrinkage of the individual effects.

MoreLess

Year of publication:	2014
Authors:	Harding, Matthew ; Lamarche, Carlos
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 124.2014, 2, p. 176-179
Publisher:	Elsevier
Subject:	Shrinkage \| Panel quantiles \| Instrumental variables

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Classification:	C33 - Models with Panel Data ; C31 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041838