A quantile regression approach for estimating panel data models using instrumental variables

Matthew Harding () and Carlos Lamarche

Economics Letters, 2009, vol. 104, issue 3, 133-135

Abstract: We introduce a quantile regression approach to panel data models with endogenous variables and individual effects correlated with the independent variables. We find newly developed quantile regression methods can be easily adapted to estimate this class of models efficiently.

Keywords: Quantile; regression; Instrumental; Variables; Individual; Effects (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (101)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:104:y:2009:i:3:p:133-135

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