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...

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Bibliographic Details
Main Authors: Chernozhukov, V, Fernández-Val, I, Weidner, M
Format: Journal article
Language:English
Published: Elsevier 2020