Search Results - panel data fixed-effect quantile regression
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Panel data quantile regression with grouped fixed effects
ISSN: 0304-4076, 1872-6895Published: Amsterdam Elsevier B.V 01.11.2019Published in Journal of econometrics (01.11.2019)“…This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression…”
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Quantile regression for dynamic panel data with fixed effects
ISSN: 0304-4076, 1872-6895Published: Amsterdam Elsevier B.V 01.09.2011Published in Journal of econometrics (01.09.2011)“…This paper studies a quantile regression dynamic panel model with fixed effects. Panel data fixed effects estimators are typically biased in the presence of lagged dependent variables as regressors…”
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Efficient minimum distance estimator for quantile regression fixed effects panel data
ISSN: 0047-259X, 1095-7243Published: New York Elsevier Inc 01.01.2015Published in Journal of multivariate analysis (01.01.2015)“…This paper develops a new minimum distance quantile regression (MD-QR) estimator for panel data models with fixed effects…”
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Penalized quantile regression for spatial panel data with fixed effects
ISSN: 0361-0926, 1532-415XPublished: Philadelphia Taylor & Francis 16.02.2023Published in Communications in statistics. Theory and methods (16.02.2023)“…This paper studies a penalized quantile regression for spatial panel model with fixed effects, where a penalized method is used to control additional variability by shrinking the individual fixed…”
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Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
ISSN: 1537-274X, 0162-1459, 1537-274XPublished: Alexandria Taylor & Francis Group 01.09.2013Published in Journal of the American Statistical Association (01.09.2013)“…This article investigates estimation of censored quantile regression (QR) models with fixed effects…”
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Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects
ISSN: 1932-6203, 1932-6203Published: United States Public Library of Science 14.12.2021Published in PloS one (14.12.2021)“…This paper considers the quantile regression model with individual fixed effects for spatial panel data…”
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Quantile regression for general spatial panel data models with fixed effects
ISSN: 0266-4763, 1360-0532Published: England Taylor & Francis 01.01.2020Published in Journal of applied statistics (01.01.2020)“…This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data…”
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Quantile regression for panel data models with fixed effects under random censoring
ISSN: 0361-0926, 1532-415XPublished: Philadelphia Taylor & Francis 16.09.2020Published in Communications in statistics. Theory and methods (16.09.2020)“…The locally weighted censored quantile regression approach is proposed for panel data models with fixed effects, which allows for random censoring…”
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Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
ISSN: 0094-9655, 1563-5163Published: Taylor & Francis 03.07.2025Published in Journal of statistical computation and simulation (03.07.2025)“…In this paper, we investigate the composite quantile regression estimation of varying coefficient panel data models with fixed effects…”
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Quantile regression with nonadditive fixed effects
ISSN: 0377-7332, 1435-8921Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2022Published in Empirical economics (01.11.2022)“…This paper introduces a quantile regression estimator for panel data (QRPD) with nonadditive fixed effects, maintaining the nonseparable disturbance term commonly associated with quantile estimation…”
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ESG Disclosure and Employee Turnover. New Evidence from Listed European Companies
ISSN: 0034-379X, 1703-8138Published: Quebec Département des relations industrielles de l’Université Laval 22.09.2022Published in Relations industrielles (Québec, Québec) (22.09.2022)“… To analyze how ESG disclosure affected employee turnover at any point of its conditional distribution, we used a panel data quantile regression model…”
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Instrumental Variable Quantile Regression of Spatial Dynamic Durbin Panel Data Model with Fixed Effects
ISSN: 2227-7390, 2227-7390Published: Basel MDPI AG 01.12.2021Published in Mathematics (Basel) (01.12.2021)“…This paper studies a quantile regression spatial dynamic Durbin panel data (SDDPD) model with fixed effects…”
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The impact of innovation on environmental quality: Evidence for the non-linear relationship of patents and CO2 emissions in China
ISSN: 0301-4797, 1095-8630, 1095-8630Published: Elsevier Ltd 15.08.2021Published in Journal of environmental management (15.08.2021)“… We use a novel fixed effect panel data quantile (FEQR) regression estimator and differentiate between energy-intensive and non-energy intensive sectors, as well as between more and less-developed provinces of China…”
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Crime Victimisation and Subjective Well-Being: Panel Evidence From Australia
ISSN: 1057-9230, 1099-1050Published: England Blackwell Publishing Ltd 01.11.2016Published in Health economics (01.11.2016)“… Furthermore, using recently developed panel data quantile regression model with fixed effects, we show that the negative effects of both crimes are highly heterogeneous, with a monotonic decrease…”
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Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets
ISSN: 1042-4431, 1873-0612Published: Elsevier B.V 01.11.2018Published in Journal of international financial markets, institutions & money (01.11.2018)“… Using a novel dataset of individual fund data and a fixed-effect quantile panel data regression, we find that fund flows to global equities outweigh other fund-specific factors, suggesting…”
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The environmental effects of changing speed limits: A quantile regression approach
ISSN: 1361-9209, 1879-2340Published: Elsevier India Pvt Ltd 01.05.2015Published in Transportation research. Part D, Transport and environment (01.05.2015)“…•Quantile regression enables us to identify the policy impact on low and high pollution episodes…”
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Bootstrap Inference for Panel Data Quantile Regression
ISSN: 0735-0015, 1537-2707Published: Alexandria Taylor & Francis 02.04.2024Published in Journal of business & economic statistics (02.04.2024)“…This article develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects…”
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Agricultural production and CO2 emissions from two sources in the ECOWAS region: New insights from quantile regression and decomposition analysis
ISSN: 0048-9697, 1879-1026, 1879-1026Published: Elsevier B.V 15.12.2020Published in The Science of the total environment (15.12.2020)“…) using panel data from 15 ECOWAS countries for the period 1990–2015. The study adopts a panel quantile regression technique with non-additive fixed effects as well…”
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Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries
ISSN: 0048-9697, 1879-1026, 1879-1026Published: Netherlands Elsevier B.V 01.01.2019Published in The Science of the total environment (01.01.2019)“…; China, India, Iran, Indonesia and South Africa. The study employed a panel data regression with Driscoll-Kraay standard errors, U test estimation approach and panel quantile regression with non-additive fixed-effects…”
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Female and male treatable mortality: socioeconomic and public finance related factors across European countries
ISSN: 2296-2565, 2296-2565Published: Switzerland Frontiers Media S.A 2024Published in Frontiers in public health (2024)“… Eurostat data is collected for 31 countries for the period 2011-2019 stratified by sex. Panel data quantile regression with fixed effects and conditional mean panel…”
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