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Estimating nonlinear models with multiple fixed effects : a computational note

Hospido, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 760-775

Persistent link: https://www.econbiz.de/10009712117

Functional differencing

Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1337-1385

Persistent link: https://www.econbiz.de/10009629528

Nonlinear panel data estimation via quantile regression

Arellano, Manuel; Bonhomme, Stéphane - 2015

Persistent link: https://www.econbiz.de/10011408310

Nonlinear panel data estimation via quantile regressions

Arellano, Manuel; Bonhomme, Stéphane - 2015 - First draft: February 2013, This draft: July 2015

We introduce a class of quantile regression estimators for short panels. Our framework covers static and dynamic autoregressive models, models with general predetermined regressors, and models with multiple individual effects. We use quantile regression as a flexible tool to model the...

Persistent link: https://www.econbiz.de/10011295600