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Asymptotics for panel quantile regression models with individual effects
4 references·16 citing·52 second hop
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this work references cited by second hop

References

  • 1989Simulation and the Asymptotics of Optimization Estimators1,496 cited
  • 2000The incidental parameter problem since 19481,128 cited
  • 2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models453 cited
  • 2010Robust penalized quantile regression estimation for panel data393 cited

Cited by

  • 2021Bias and consistency in three-way gravity models195 cited
  • 2020Does the development of renewable energy promote carbon reduction? Evidence from Chinese provinces155 cited
  • 2015Smoothed Quantile Regression for Panel Data152 cited
  • 2020Renewable energy consumption and robust globalization(s) in OECD countries: Do oil, carbon emissions and economic activity matter?142 cited
  • 2023Revisiting the environmental Kuznetz curve and pollution haven hypothesis in N-11 economies: Fresh evidence from panel quantile regression122 cited
  • 2016The EU Cohesion Policy in context: Does a bottom-up approach work in all regions?119 cited
  • 2016Nonlinear panel data estimation via quantile regressions100 cited
  • 2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure96 cited
  • 2021Capital flows at risk: Taming the ebbs and flows93 cited
  • 2018Fixed Effects Estimation of Large-TPanel Data Models93 cited

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  • 2020The Benefits Are at the Tail: Uncovering the Impact of Macroprudential Policy on Growth-At-Risk92 cited
  • 2013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects81 cited
  • 2019How does capital buffer affect bank risk-taking? New evidence from China using quantile regression76 cited
  • 2019New evidence on mental health and housing affordability in cities: A quantile regression approach76 cited
  • 2018Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity72 cited
  • 2019Quantile-regression-based clustering for panel data70 cited