A practitioner’s guide to panel data quantile regression

2026/04/27 by Antonio F. Galvao, Carlos Lamarche · 2 citations

paper · doi:10.1080/07474938.2026.2642065

published in Econometric Reviews 45(6), 774-799 (Informa UK Limited)

crossref issued 2026/04/27 · crossref published 2026/04/27 · crossref published-online 2026/04/27 · crossref created 2026/04/27 · crossref deposited 2026/05/27 · crossref published-print 2026/07/03 · crossref indexed 2026/08/04

Citations

• Partitioned Wild Bootstrap for Panel Data Quantile Regression
• Minimum Distance Estimation of Quantile Panel Data Models
• TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
• Dynamic Network Quantile Regression Model
• Bootstrap inference for panel data quantile regression
• Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
• Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data
• High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
• Quantiles via moments
• A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment
• On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
• Wild Residual Bootstrap Inference for Penalized Quantile Regression with Heteroscedastic Errors
• Network and Panel Quantile Effects Via Distribution Regression
• Panel Data Quantile Regression with Grouped Fixed Effects
• Quantile Factor Models
• Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods
• Nonlinear panel data estimation via quantile regressions
• Split-panel Jackknife Estimation of Fixed-effect Models
• Grouped Patterns of Heterogeneity in Panel Data
• Nonparametric Identification in Panels using Quantiles
• Quantile regression in partially linear varying coefficient models
• Average and Quantile Effects in Nonseparable Panel Models
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Quantile regression for longitudinal data
• Censored regression quantiles
• Regression Quantiles