A New Instrumental-Type Estimator for Quantile Regression Models

A New Instrumental-Type Estimator for Quantile Regression Models

This paper proposes a new instrumental-type estimator of quantile regression models for panel data with fixed effects. The estimator is built upon the minimum distance, which is defined as the weighted average of the conventional individual instrumental variable quantile regression slope estimators....

Full description

Bibliographic Details
Main Authors: Li Tao, Lingnan Tai, Manling Qian, Maozai Tian
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Mathematics
Subjects:
quantile regression
instrumental variables
minimum distance estimator
panel data
Online Access:https://www.mdpi.com/2227-7390/11/15/3412

Internet

https://www.mdpi.com/2227-7390/11/15/3412

Similar Items