Network and panel quantile effects via distribution regression
This paper provides a method to construct simultaneous con fidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables. The method is based upon projection of s...
Main Authors: | , , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
Elsevier
2020
|