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Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

Galvao, Antonio F.; Lamarche, Carlos; Lima, Luiz Renato - In: Journal of the American Statistical Association 108 (2013) 503, pp. 1075-1089

This article investigates estimation of censored quantile regression (QR) models with fixed effects. Standard available methods are not appropriate for estimation of a censored QR model with a large number of parameters or with covariates correlated with unobserved individual heterogeneity....

Persistent link: https://www.econbiz.de/10010824060

Quantile Autoregression

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 101 (2006) September, pp. 980-990

Persistent link: https://www.econbiz.de/10005532630

Rejoinder

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 101 (2006) September, pp. 1002-1006

Persistent link: https://www.econbiz.de/10005734041

Unit Root Quantile Autoregression Inference

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 99 (2004) 1, pp. 775-787

Persistent link: https://www.econbiz.de/10005734162

Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models

Xiao, Zhijie; Koenker, Roger - In: Journal of the American Statistical Association 104 (2009) 488, pp. 1696-1712

Persistent link: https://www.econbiz.de/10008784151