A multi-kink quantile regression model with common structure for panel data analysis
Year of publication: |
2024
|
---|---|
Authors: | Sun, Yan ; Wan, Chuang ; Zhang, Wenyang ; Zhong, Wei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 2, Art.-No. 105304, p. 1-12
|
Subject: | Binary segmentation | Common structure | Homogeneity pursuit | Multi-kink quantile regression | Panel data analysis | Panel | Panel study | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Nonparametric quantile regression for homogeneity pursuit in panel data models
Zhang, Xiaoyu, (2023)
-
Yildirim, Hasan Hüseyin, (2020)
-
Anwar, Sajid, (2014)
- More ...
-
Estimation and inference for multi-kink quantile regression
Zhong, Wei, (2022)
-
Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Hou, Keqiang, (2020)
-
Nonparametric additive instrumental variable estimator : a group shrinkage estimation perspective
Fan, Qingliang, (2018)
- More ...