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: | Chernozhukov, V, Fernández-Val, I, Weidner, M |
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Format: | Journal article |
Language: | English |
Published: |
Elsevier
2020
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