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 …

In this paper I propose a moments-based approach to the identification and estimation of
panel data quantile regression (QR) models with fixed effects when the number of time …

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 …

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

We propose a generalization of the linear quantile regression model to accommodate
possibilities afforded by panel data. Specifically, we extend the correlated random …

This paper investigates a class of penalized quantile regression estimators for panel data.
The penalty serves to shrink a vector of individual specific effects toward a common value …

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 propose a generalization of the linear quantile regression model to accommodate
possibilities afforded by panel data. Specifically, we extend the correlated random …

This paper studies a quantile regression dynamic panel model with fixed effects. Panel data
fixed effects estimators are typically biased in the presence of lagged dependent variables …