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Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects

This paper considers the quantile regression model with individual fixed effects for spatial panel data. Efficient minimum distance quantile regression estimators based on instrumental variable (IV) method are proposed for parameter estimation. The proposed estimator is computational fast compared w...

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Detalles Bibliográficos
Autores principales: Dai, Xiaowen, Jin, Libin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8670681/
https://www.ncbi.nlm.nih.gov/pubmed/34905573
http://dx.doi.org/10.1371/journal.pone.0261144