79 citations · 280 across the 39 of their papers we have counts for
Showing econ.EMShow all
2 papers · 1 filter
econ.EM2018
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
Antonio F. Galvao, Jiaying Gu, Stanislav Volgushev
Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit,…
econ.EM2018★ 3 cited
Panel Data Quantile Regression with Grouped Fixed Effects
Jiaying Gu, Stanislav Volgushev
This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression. We assume that the observed individuals come from a heterogeneous popul…