Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects.
This paper considers the quantile regression model with individual fixed effects for spatial panel data. Efficient minimum distance quantile regression estimators based on instrumental variable (IV) method are proposed for parameter estimation. The proposed estimator is computational fast compared w...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2021-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0261144 |