A quantile correlated random coefficients panel data model

BS Graham, J Hahn, A Poirier, JL Powell - Journal of Econometrics, 2018 - Elsevier
We propose a generalization of the linear quantile regression model to accommodate
possibilities afforded by panel data. Specifically, we extend the correlated random …

Quantile regression with panel data

BS Graham, J Hahn, A Poirier, JL Powell - 2015 - nber.org
We propose a generalization of the linear quantile regression model to accommodate
possibilities afforded by panel data. Specifically, we extend the correlated random …

Estimating the effects of unions on wage inequality in a panel data model with comparative advantage and nonrandom selection

T Lemieux - Journal of Labor Economics, 1998 - journals.uchicago.edu
This article considers the estimation of the structure of wages in union and nonunion sectors.
It proposes an estimator that extends standard panel data techniques to the case in which …

Quantiles via moments

JAF Machado, JMCS Silva - Journal of econometrics, 2019 - Elsevier
We study the conditions under which it is possible to estimate regression quantiles by
estimating conditional means. The advantage of this approach is that it allows the use of …

New estimates of union wage effects in the US

M Gittleman, B Pierce - Economics Letters, 2007 - Elsevier
New estimates of union wage effects in the US - ScienceDirect Skip to main contentSkip to
article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full …

A quantile regression approach for estimating panel data models using instrumental variables

M Harding, C Lamarche - Economics Letters, 2009 - Elsevier
We introduce a quantile regression approach to panel data models with endogenous
variables and individual effects correlated with the independent variables. We find newly …

Union wage effects in Australia: is there variation along the distribution?

L Cai, AYC Liu - Economic Record, 2008 - Wiley Online Library
This study uses quantile regression models to examine whether the union wage effect varies
across the conditional wage distribution. Although for men it is evident that the union wage …

Reconsideration of a simple approach to quantile regression for panel data

G Besstremyannaya, S Golovan - The Econometrics Journal, 2019 - academic.oup.com
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 …

[图书][B] The union wage advantage for low-wage workers

J Schmitt - 2008 - core.ac.uk
Economic data have long demonstrated a substantial wage premium for unionized workers--
on the order of 10 to 20 percent--relative to non-union workers with similar characteristics …

Asymptotics for panel quantile regression models with individual effects

K Kato, AF Galvao Jr, GV Montes-Rojas - Journal of Econometrics, 2012 - Elsevier
This paper studies panel quantile regression models with individual fixed effects. We
formally establish sufficient conditions for consistency and asymptotic normality of the …