A quantile regression approach for estimating panel data models using instrumental variables

We introduce a quantile regression approach to panel data models with endogenous variables and individual effects correlated with the independent variables. We find newly developed quantile regression methods can be easily adapted to estimate this class of models efficiently.

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Year of publication:	2009
Authors:	Harding, Matthew ; Lamarche, Carlos
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 104.2009, 3, p. 133-135
Publisher:	Elsevier
Keywords:	Quantile regression Instrumental Variables Individual Effects

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005066292