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[PDF] Top 20 Asymptotics for panel quantile regression models with individual effects

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Asymptotics for panel quantile regression models with individual effects

Asymptotics for panel quantile regression models with individual effects

... each individual effect is not allowed to change across ...the quantile structural function defined in Imbens and Newey (2009) of a nonseparable panel model with discrete explanatory ...the ... See full document

43

Asymptotics for panel quantile regression models with individual effects

Asymptotics for panel quantile regression models with individual effects

... Permanent repository link: http://openaccess.city.ac.uk/id/eprint/12022/ Link to published version: http://dx.doi.org/10.1016/j.jeconom.2012.02.007 Copyright and reuse: City Research Onl[r] ... See full document

6

Instrumental variables quantile regression for panel data with measurement errors

Instrumental variables quantile regression for panel data with measurement errors

... in quantile regression FE panel data models with measurement ...errors. Quantile regression methods allow one to explore a range of conditional quantiles exposing a variety of ... See full document

48

The Exporter Productivity Premium along the Productivity Distribution: First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models

The Exporter Productivity Premium along the Productivity Distribution: First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models

... estimated regression coefficient of a dummy- variable indicating the exporter status of a firm in an empirical model that controls for industry affiliation and firm size ... See full document

20

Bayesian analysis for the intraclass model and for the quantile semiparametric mixed-effects double regression models

Bayesian analysis for the intraclass model and for the quantile semiparametric mixed-effects double regression models

... The ICC has a lengthy history of practical applications in various fields of study as a coefficient of reliability, such as epidemiologic research, genetics, psychology, and sociology; see, for example, Barkto [4], Lin ... See full document

137

Subcontracting and the Survival of Plants in the Road Construction Industry: A Panel Quantile Regression Analysis

Subcontracting and the Survival of Plants in the Road Construction Industry: A Panel Quantile Regression Analysis

... the models estimated in this section, we include capacity utilization and backlog ...shows quantile regression results, the fixed effects quantile regression estimator as in ... See full document

42

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

... Socio-Economics Panel (GSOEP) data to analyze wages in ...true panel, not a ...the individual has the right not to be included in the public pension system, and thus not ... See full document

103

Subcontracting and the survival of plants in the road construction industry:a panel quantile regression analysis

Subcontracting and the survival of plants in the road construction industry:a panel quantile regression analysis

... the models estimated in this section, we include capacity utilization and backlog ...shows quantile regression results, the fixed effects quantile regression estimator as in ... See full document

40

Finite mixtures of quantile and M-quantile regression models

Finite mixtures of quantile and M-quantile regression models

... and individual-specific random effects ...for quantile regression and the maximisation of a likelihood function formed by combining independently distributed Asymmetric Laplace densities (in ... See full document

40

Network and panel quantile effects via distribution regression

Network and panel quantile effects via distribution regression

... makes quantile methods specially well-suited for this application on robustness ...parametric models such as Poisson, Negative Binomial, Tobit and Heckman-selection models to deal with the large ... See full document

67

Quantile Regression and Hierarchical Models for Near-source Air Quality Data.

Quantile Regression and Hierarchical Models for Near-source Air Quality Data.

... of individual sources to the concentrations observed at the fence ...source effects on the upper tail of the distribution, in particular the 95 th ... See full document

99

Nonparametric circular quantile regression

Nonparametric circular quantile regression

... In this paper, we propose estimators for circular conditional quantiles. Other than the usual pros of the nonpara- metric approach, notice that, because circular quantities are defined on a circle, boundary problems do ... See full document

16

Semiparametric Bayesian Quantile Regression.

Semiparametric Bayesian Quantile Regression.

... single quantile level ...the quantile level and thus quantile cross- ing may be ...each quantile level separately, there is a lack of consistency of likelihood across ...Bayesian ... See full document

150

Quantile Regression with Telematics Information to

Quantile Regression with Telematics Information to

... find that, at different percentile levels, the distance driven at speeds above the posted limit depends1. 14.[r] ... See full document

10

Bayesian spatial quantile regression

Bayesian spatial quantile regression

... health effects, in- cluding ...spatial quantile regression model that does not assume normality and allows the covariates to affect the entire conditional distribution, rather than just the ... See full document

40

Combined Estimation for Quantile Regression

Combined Estimation for Quantile Regression

... In this section, we apply the proposed estimating and testing procedure to a bike rental data set. The bike data (Fanaee-T and Gama, 2014) is based on the two-year histori- cal log (the years of 2011 and 2012) from ... See full document

103

Nonparametric Bayesian Quantile Regression via Dirichlet Process Mixture Models

Nonparametric Bayesian Quantile Regression via Dirichlet Process Mixture Models

... simultaneous quantile regression. The goal is either to get regression coefficients of multiple quantiles simultaneously or esti- mate the regression coefficients as functions of ...the ... See full document

150

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

... Prphqw frqglwlrqv duh ghulyhg iru g|qdplf olqhdu sdqho gdwd prghov zlwk olqhdu lqglylgxdo vshflf hhfwv lq wkh phdq dqg pxowlsolfdwlyh lqglylgxdo hi0 ihfwv lq wkh frqglwlrqdo DUFK w|sh yd[r] ... See full document

18

Generalized quantile regression

Generalized quantile regression

... Chapter 2 investigates the stochastic process of interest rate. As we know, the interest have been well studied by a lot of researcher, therefore there are already several methods to capture the stochastic process of ... See full document

107

Quantile regression in risk calibration

Quantile regression in risk calibration

... like quantile treatment ef- fects, or conditional stochastic dominance, we focus on the construction of confidence corridors for nonparametric multivariate kernel quantile and expectile regression ... See full document

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