Reconsideration of a simple approach to quantile regression for panel data.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 292, doi. 10.1093/ectj/utz012
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2019 AND VI 22 AND IP 3
Results: 6
1
2
Fragility of identification in panel binary response models.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 282, doi. 10.1093/ectj/utz011
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- Publication type:
- Article
3
BLP-2LASSO for aggregate discrete choice models with rich covariates.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 262, doi. 10.1093/ectj/utz010
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- Publication type:
- Article
4
Quantile-based smooth transition value at risk estimation.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 241, doi. 10.1093/ectj/utz009
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- Publication type:
- Article
5
Estimating latent group structure in time-varying coefficient panel data models.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 223, doi. 10.1093/ectj/utz008
- By:
- Publication type:
- Article
6
A guided nonparametric goodness-of-fit test with application to income distributions.
- Published in:
- Econometrics Journal, 2019, v. 22, n. 3, p. 207, doi. 10.1093/ectj/utz007
- By:
- Publication type:
- Article