A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 124
Issue: 2
Pages: 176-179

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This paper proposes an ℓ1 penalized quantile regression estimator which adapts the Hausman–Taylor instrumental variable approach in order to address the bias resulting from the shrinkage of the individual effects.

Technical Details

RePEc Handle
repec:eee:ecolet:v:124:y:2014:i:2:p:176-179
Journal Field
General
Author Count
2
Added to Database
2026-01-25