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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...
Autores principales: | Tao, Li, Tai, Lingnan, Tian, Maozai |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2023
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Materias: | |
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 |
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