A quantile regression approach for estimating panel data models using instrumental variables

Matthew Harding; Carlos Lamarche

doi:10.1016/j.econlet.2009.04.025

A quantile regression approach for estimating panel data models using instrumental variables

Matthew Harding
, Carlos Lamarche

Producción científica: Article › revisión exhaustiva

114 Citas (Scopus)

Resumen

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.

Idioma original	English
Páginas (desde-hasta)	133-135
Número de páginas	3
Publicación	Economics Letters
Volumen	104
N.º	3
DOI	https://doi.org/10.1016/j.econlet.2009.04.025
Estado	Published - sept 2009

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2009.04.025

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title = "A quantile regression approach for estimating panel data models using instrumental variables",

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.",

keywords = "Individual Effects, Instrumental Variables, Quantile regression",

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AU - Lamarche, Carlos

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A quantile regression approach for estimating panel data models using instrumental variables

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ASJC Scopus subject areas

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