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Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects

Yoon, Jungmo; Galvao, Antonio Fialho <Jr.> - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 579-608

This study develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed …

Persistent link: https://www.econbiz.de/10012213981

Revealing cluster structures based on mixed sampling frequencies

Rho, Yeonwoo; Liu, Yun; Ahn, Hie Joo - 2020

Persistent link: https://www.econbiz.de/10012389465

The effects of economic growth and fossil fuel consumption to climate change : evidence from Mediterranean Europe by robust estimators

Alsayed, Ahmed; Siok Kun Sek; Arıç, Kıvanç Halil; … - In: Economics and policy of energy and the environment 64 (2022) 2, pp. 157-169

Persistent link: https://www.econbiz.de/10014338427

Fixed effects testing in high-dimensional linear mixed models

Bradic, Jelena; Claeskens, Gerda; Gueuning, Thomas - 2019

Persistent link: https://www.econbiz.de/10012234699

Panel data regression for counts

Brännäs, Kurt; Johansson, Per-Olov - 1995

Persistent link: https://www.econbiz.de/10000908799

Joint censoring of regressors and outcomes : survey nonresponse and attrition

Horowitz, Joel; Manski, Charles F. - 1994

Persistent link: https://www.econbiz.de/10000896408

A simple test based on SUR estimates for heterogeneity on panel data regression coefficients

Moralles, Herick F.; Rebelatto, Daisy A. N. - In: The empirical economics letters : a monthly … 11 (2012) 11, pp. 1183-1192

Persistent link: https://www.econbiz.de/10010199214

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769

Persistent link: https://www.econbiz.de/10014471426

Estimation and applications of quantile regression for binary longitudinal data

Rahman, Mohammad Arshad; Vossmeyer, Angela - 2019

Persistent link: https://www.econbiz.de/10012244175

On the Estimation of Panel Regression Models with Fixed Effects

Kruiniger, Hugo - 2002

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

Persistent link: https://www.econbiz.de/10014120610