Quantile regression for general spatial panel data models with fixed effects

Quantile regression for general spatial panel data models with fixed effects

© 2019 Informa UK Limited, trading as Taylor & Francis Group.

Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 47(2020), 1 vom: 17., Seite 45-60
1. Verfasser: Dai, Xiaowen (VerfasserIn)
Weitere Verfasser: Yan, Zhen, Tian, Maozai, Tang, ManLai
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2020
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article 60G42 62G05 62G20 Fixed effects instrumental variables quantile regression space–time panel models spatial autoregressive
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520 |a 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 
650 4 |a Journal Article 
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650 4 |a Fixed effects 
650 4 |a instrumental variables 
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650 4 |a space–time panel models 
650 4 |a spatial autoregressive 
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700 1 |a Tian, Maozai  |e verfasserin  |4 aut 
700 1 |a Tang, ManLai  |e verfasserin  |4 aut 
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