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econ.EM2019
A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions
Liang Chen, Yulong Huo
Canay (2011)'s two-step estimator of quantile panel data models, due to its simple intuition and low computational cost, has been widely used in empirical studies in recent years.…
econ.EM2019★ 1 cited
Nonparametric Quantile Regressions for Panel Data Models with Large T
Liang Chen
This paper considers panel data models where the conditional quantiles of the dependent variables are additively separable as unknown functions of the regressors and the individual…