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

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 104
Issue: 3
Pages: 133-135

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

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:104:y:2009:i:3:p:133-135
Journal Field
General
Author Count
2
Added to Database
2026-01-25