Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model
2018 ◽
Vol 11
(3)
◽
pp. 44
◽
Keyword(s):
This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by construction. Monte Carlo simulations show that the proposed estimator performs well in finite samples.
2017 ◽
Vol 36
(6-9)
◽
pp. 853-882
◽
Keyword(s):
2015 ◽
Vol 4
(3)
◽
pp. 232
Keyword(s):
2016 ◽
pp. 67-84
Keyword(s):
Keyword(s):
Keyword(s):
Keyword(s):
Keyword(s):
2020 ◽
pp. 49-60
Keyword(s):
Keyword(s):