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Estimating and testing a quantile regression model with interactive effects
Harding, Matthew; Lamarche, Carlos - 2012
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …
Persistent link: https://www.econbiz.de/10009581319
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Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects
Moon, Hyungsik Roger - 2015
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of …
Persistent link: https://www.econbiz.de/10013030887
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On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa; Chiang, Min-Hsien - 1997
(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …
Persistent link: https://www.econbiz.de/10014149909
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Estimating and Testing a Quantile Regression Model with Interactive Effects
Harding, Matthew C. - 2012
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …
Persistent link: https://www.econbiz.de/10013099775
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The perils of counterfactual analysis with integrated processes
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - 2016
, organized in a panel data structure. In this paper, we investigate the consequences of applying such methodologies when the data …
Persistent link: https://www.econbiz.de/10011579472
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Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
Gao, Jiti; Chen, Jia; Li, Degui - 2010
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
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The value of health - empirical issues when estimating the monetary value of a QALY based on well-being data
Himmler, Sebastian; Stöckel, Jannis; Exel, N. J. A. van; … - 2020
variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …
Persistent link: https://www.econbiz.de/10012264228
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Interactions in fixed effects regression models
Giesselmann, Marco; Schmidt, Alexander - 2018
An interaction in a fixed effects (FE) regression is usually specified by demeaning the product term. However, this strategy does not yield a genuine within estimator. Instead, an estimator is produced that reflects unit-level differences of interacted variables whose moderators vary within...
Persistent link: https://www.econbiz.de/10011880691
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2021
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012792731
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2019
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012063831