Quantiles via moments

2019/04/15 by José A.F. Machado, José A. F. Machado, João Santos Silva +1 · 24 citations
Economics, Econometrics and Finance · Mathematics · #Spatial and Panel Data Analysis #Monetary Policy and Economic Impact #Statistical Methods and Inference

paper · doi:10.1016/j.jeconom.2019.04.009

Citations

• Quantile regression for longitudinal data
• Large Sample Properties of Generalized Method of Moments Estimators
• Split-panel Jackknife Estimation of Fixed-effect Models
• Biases in Dynamic Models with Fixed Effects
• Regression Quantiles

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