Bootstrap inference for panel data quantile regression
This article develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap inference for panel data quantile regression
AF Galvao, T Parker, Z Xiao - arXiv e-prints, 2021 - ui.adsabs.harvard.edu
This paper develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap Inference for Panel Data Quantile Regression
AF Galvao, T Parker, Z Xiao - Journal of Business & Economic …, 2024 - ingentaconnect.com
This article develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap inference for panel data quantile regression
AF Galvao, T Parker, Z Xiao - arXiv preprint arXiv:2111.03626, 2021 - arxiv.org
This paper develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap inference for panel data quantile regression
AF Galvao, T Parker, Z Xiao - 2021 - ideas.repec.org
This paper develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap Inference for Panel Data Quantile Regression
AF Galvao, T Parker, Z Xiao - Journal of Business & Economic …, 2024 - econpapers.repec.org
This article develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap Inference for Panel Data Quantile Regression
AF Galvao, T Parker, Z Xiao - Journal of Business & Economic …, 2024 - ideas.repec.org
This article develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …
Bootstrap inference for panel data quantile regression
A Galvao, T Parker, Z Xiao - 2021 - econpapers.repec.org
This paper develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …
quantile regression models with fixed effects. We consider random-weighted bootstrap …