Quantile regression for general spatial panel data models with fixed effects
© 2019 Informa UK Limited, trading as Taylor & Francis Group.
| Publié dans: | Journal of applied statistics. - 1991. - 47(2020), 1 vom: 17., Seite 45-60 |
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| Auteur principal: | |
| Autres auteurs: | , , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2020
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| Accès à la collection: | Journal of applied statistics |
| Sujets: | Journal Article 60G42 62G05 62G20 Fixed effects instrumental variables quantile regression space–time panel models spatial autoregressive |
| Résumé: | © 2019 Informa UK Limited, trading as Taylor & Francis Group. This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data. Fixed effects quantile regression estimators based on instrumental variable method will be proposed. Asymptotic properties of the proposed estimators will be developed. Simulations are conducted to study the performance of the proposed method. We will illustrate our methodologies using a cigarettes demand data set |
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| Description: | Date Revised 16.07.2022 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2019.1628190 |