Common correlated effects estimation of heterogeneous dynamic panel quantile regression models-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Common correlated effects estimation of heterogeneous dynamic panel quantile regression models

Published:2020-04 Issue:3 Volume:35 Page:294-314
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J Appl Econ

Author:

Harding Matthew¹,Lamarche Carlos²,Pesaran M. Hashem³

Affiliation:

1. Department of EconomicsUniversity of California at Irvine Irvine SSPB 3207 United States

2. Department of EconomicsUniversity of Kentucky, 223G Gatton College of Business and Economics Lexington United States

3. Department of EconomicsUniversity of Southern California, and Trinity College, Cambridge; Kaprielian Hall 300 Los Angeles United States

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2753

Reference33 articles.

1. Quantile Co-Movement in Financial Markets; a Panel Quantile Model with Unobserved Heterogeneity

2. Nonlinear panel data estimation via quantile regressions

3. Panel Data Models With Interactive Fixed Effects

4. Chen L. Dolado J. J. &Gonzalo J.(2019).Quantile factor models. UC3M Working Papers Universidad Carlos III de Madrid.

5. Average and Quantile Effects in Nonseparable Panel Models

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Impact of technological advancement and greener energy on sustainable agriculture in Asia: Evidence from selected Asian countries;Sustainable Development;2024-07-09

2. Porter effect vs cost effect: The impact of China's low carbon city pilot on carbon emissions and economic performance;Journal of Environmental Management;2024-06

3. Revisiting the EKC framework concerning COP-28 carbon neutrality management: Evidence from Top-5 carbon embittering countries;Journal of Environmental Management;2024-04

4. Estimation of value at risk for copper;Journal of Commodity Markets;2023-12

5. Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels;Journal of Multivariate Analysis;2023-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3