Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

B-Tier
Journal: Journal of the American Statistical Association
Year: 2013
Volume: 108
Issue: 503
Pages: 1075-1089

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article investigates estimation of censored quantile regression (QR) models with fixed effects. Standard available methods are not appropriate for estimation of a censored QR model with a large number of parameters or with covariates correlated with unobserved individual heterogeneity. Motivated by these limitations, the article proposes estimators that are obtained by applying fixed effects QR to subsets of observations selected either parametrically or nonparametrically. We derive the limiting distribution of the new estimators under joint limits, and conduct Monte Carlo simulations to assess their small sample performance. An empirical application of the method to study the impact of the 1964 Civil Rights Act on the black--white earnings gap is considered. Supplementary materials for this article are available online.

Technical Details

RePEc Handle
repec:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25