Quantile regression for static panel data models with time-invariant regressors

This paper proposes two new weighted quantile regression estimators for static panel data model with time-invariant regressors. The two new estimators can improve the estimation of the coefficients with time-invariant regressors, which are computationally convenient and simple to implement. Also, th...

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Detalles Bibliográficos
Autores principales: Tao, Li, Tai, Lingnan, Tian, Maozai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10396028/
https://www.ncbi.nlm.nih.gov/pubmed/37531367
http://dx.doi.org/10.1371/journal.pone.0289474

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10396028/
https://www.ncbi.nlm.nih.gov/pubmed/37531367
http://dx.doi.org/10.1371/journal.pone.0289474

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