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econ.EM2025
Minimum Distance Estimation of Quantile Panel Data Models
Blaise Melly, Martina Pons
We propose a minimum distance estimation approach for quantile panel data models where unit effects may be correlated with covariates. This computationally efficient method involve…
econ.EM2019
Fast Algorithms for the Quantile Regression Process
Victor Chernozhukov, Iván Fernández-Val, Blaise Melly
The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements, the computation time is still no…