This paper studies panel quantile regression models with fixed effects. We formally establish
sufficient conditions for consistency and asymptotic normality of the quantile regression …

This paper studies panel quantile regression models with individual fixed effects. We
formally establish sufficient conditions for consistency and asymptotic normality of the …

Nonlinear panel data models with fixed individual effects provide an important set of tools for
describing microeconometric data. In a large class of such models (including probit …

This article develops bootstrap methods for practical statistical inference in panel data
quantile regression models with fixed effects. We consider random-weighted bootstrap …

We introduce a class of quantile regression estimators for short panels. Our framework
covers static and dynamic autoregressive models, models with general predetermined …

This note discusses two errors in the approach proposed in Canay for constructing a
computationally simple two-step estimator in a quantile regression model with quantile …

This paper studies fixed effects estimation of quantile regression models for panel data.
Under an asymptotic framework where both the numbers of individuals and time periods …

We introduce a quantile regression approach to panel data models with endogenous
variables and individual effects correlated with the independent variables. We find newly …

This paper provides a set of sufficient conditions that point identify a quantile regression
model with fixed effects. It also proposes a simple transformation of the data that gets rid of …

This paper evaluates bootstrap inference methods for quantile regression panel data
models. We propose to construct confidence intervals for the parameters of interest using …