Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel - In: Econometrics : open access journal 3 (2015) 3, pp. 654-666
This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct confidence intervals for the parameters of interest using percentile bootstrap with pairwise resampling. We study three different bootstrapping procedures. First, the bootstrap...