JOURNAL ARTICLE

Penalized quantile regression for dynamic panel data

Antonio F. GalvaoGabriel Montes‐Rojas

Year: 2010 Journal:   Journal of Statistical Planning and Inference Vol: 140 (11)Pages: 3476-3497   Publisher: Elsevier BV
Keywords:
Quantile regression Econometrics Panel data Estimator Quantile Mathematics Instrumental variable Statistics Bayesian inference Regression analysis Leverage (statistics) Bayesian probability Regression

Metrics

89
Cited By
6.92
FWCI (Field Weighted Citation Impact)
74
Refs
0.97
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Monetary Policy and Economic Impact
Social Sciences →  Economics, Econometrics and Finance →  General Economics, Econometrics and Finance
Spatial and Panel Data Analysis
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics
Economic Growth and Productivity
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics

Related Documents

JOURNAL ARTICLE

Bayesian analysis of dynamic panel data by penalized quantile regression

Ali Aghamohammadi

Journal:   Statistical Methods & Applications Year: 2017 Vol: 27 (1)Pages: 91-108
JOURNAL ARTICLE

Robust penalized quantile regression estimation for panel data

Carlos Lamarche

Journal:   Journal of Econometrics Year: 2010 Vol: 157 (2)Pages: 396-408
JOURNAL ARTICLE

Penalized quantile regression for spatial panel data with fixed effects

Yuanqing ZhangJiayuan JiangYaqin Feng

Journal:   Communication in Statistics- Theory and Methods Year: 2021 Vol: 52 (4)Pages: 1287-1299
BOOK-CHAPTER

Quantile Regression: Penalized

Ivan Mizera

Year: 2017 Pages: 21-39
JOURNAL ARTICLE

Hierarchically penalized quantile regression

Jongkyeong KangSungwan BangMyoungshic Jhun

Journal:   Journal of Statistical Computation and Simulation Year: 2015 Vol: 86 (2)Pages: 340-356
© 2026 ScienceGate Book Chapters — All rights reserved.