Showing 1 - 10 of 156
Persistent link: https://www.econbiz.de/10009725782
Persistent link: https://www.econbiz.de/10012016142
Persistent link: https://www.econbiz.de/10014294211
Persistent link: https://www.econbiz.de/10012664001
Persistent link: https://www.econbiz.de/10012888248
Persistent link: https://www.econbiz.de/10013494405
Persistent link: https://www.econbiz.de/10013548826
Persistent link: https://www.econbiz.de/10014384515
Persistent link: https://www.econbiz.de/10010255458
This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for individual heterogeneity associated with covariates. We conduct Monte Carlo simulations to assess the small sample performance of the new estimators and provide comparisons of new...
Persistent link: https://www.econbiz.de/10010238040