A New Instrumental-Type Estimator for Quantile Regression Models

This paper proposes a new instrumental-type estimator of quantile regression models for panel data with fixed effects. The estimator is built upon the minimum distance, which is defined as the weighted average of the conventional individual instrumental variable quantile regression slope estimators....

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Detalles Bibliográficos

Autores principales:	Li Tao, Lingnan Tai, Manling Qian, Maozai Tian
Formato:	Artigo
Lenguaje:	Inglês
Publicado:	MDPI AG 2023-08-01
Colección:	Mathematics
Materias:	quantile regression instrumental variables minimum distance estimator panel data
Acceso en línea:	https://www.mdpi.com/2227-7390/11/15/3412
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