A quantile regression approach for estimating panel data models using instrumental variables
Matthew Harding () and
Economics Letters, 2009, vol. 104, issue 3, 133-135
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)
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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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