Quantile Regression for General Spatial Panel Data Models with Fixed Effects

2016/08/05 by Xiaowen Dai, Dai, Xiaowen, Zhen Yan +5
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #Regional Economic and Spatial Analysis #Spatial and Panel Data Analysis #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1608.01736

openalex publication_date 2016/08/05 · openalex created_date 2016/08/23 · openalex updated_date 2026/07/28

Abstract

This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data. Instrumental variable quantile regression estimators 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.

Citations

• Quantile regression for longitudinal data

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