Quantile Regression for General Spatial Panel Data Models with Fixed Effects
Methodology
2016-08-08 v1
Abstract
This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data. Instrumental variable quantile regression estimators will be proposed. Asymptotic properties of the proposed estimators will be developed. Simulations are conducted to study the performance of the proposed method. We will illustrate our methodologies using a cigarettes demand data set.
Cite
@article{arxiv.1608.01736,
title = {Quantile Regression for General Spatial Panel Data Models with Fixed Effects},
author = {Xiaowen Dai and Zhen Yan and Maozai Tian and Manlai Tang},
journal= {arXiv preprint arXiv:1608.01736},
year = {2016}
}
Comments
22 pages, 1 figure