Abstract
We introduce a quantile regression approach to panel data models with endogenous variables and individual effects correlated with the independent variables. We find newly developed quantile regression methods can be easily adapted to estimate this class of models efficiently.
Original language | English |
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Pages (from-to) | 133-135 |
Number of pages | 3 |
Journal | Economics Letters |
Volume | 104 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2009 |
Keywords
- Individual Effects
- Instrumental Variables
- Quantile regression
ASJC Scopus subject areas
- Finance
- Economics and Econometrics