Quantile regression for dynamic panel data with fixed effects

Journal of Econometrics

Volumn 164, Issue 1, 2011, Pages 142-157

  Galvao Jr , Antonio F ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

Dynamic panel; Fixed effects; Instrumental variables; Quantile regression

Indexed keywords

DEPENDENT VARIABLES; DYNAMIC BIAS; DYNAMIC PANEL DATA; DYNAMIC PANELS; ESTIMATED MODEL; FIXED EFFECTS; INSTRUMENTAL VARIABLES; MONTE CARLO SIMULATION; OECD COUNTRIES; PANEL DATA; PREDICTION INTERVAL; QUANTILE REGRESSION;

COMPUTER SIMULATION; FORECASTING; MONTE CARLO METHODS;

REGRESSION ANALYSIS;

EID: 79960363444     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.02.016     Document Type: Article

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