期刊
ECONOMETRICS JOURNAL
卷 14, 期 3, 页码 368-386出版社
OXFORD UNIV PRESS
DOI: 10.1111/j.1368-423X.2011.00349.x
关键词
Deconvolution; Panel data models; Quantile regression; Two-step estimator
This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation of the data that gets rid of the fixed effects under the assumption that these effects are location shifters. The new estimator is consistent and asymptotically normal as both n and T grow.
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