A Simple Approach to Quantile Regression for Panel Data

By Ivan A. Canay. 2011

1,061 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0d62840b97e1de3687225882a2f119d239667408

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Citations in the corpus

Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (2013, background): “Motivated in part by such limitations, Chernozhukov and Hong (2002) and Tang, Wang, He, and Zhu (2012) proposed simple, easily implementable, and well-behaved estimation procedures.”
The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression (2016, methodology): “These methods rely on the fact that expectations are linear operators, which is not the case for conditional quantiles (Canay, 2011).”
Asymmetric impact of fiscal decentralization and environmental innovation on carbon emissions: Evidence from highly decentralized countries (2021, background): “This approach recognizes the covariance effects of the conditional heterogeneous of CO2 emissions factors by stimulating the individual impact to influence the complete distribution rather than only altering means.(104,105) This approach is suitable in settings where panel data is surrounded by indi”
Are high-growth firms one-hit wonders? Evidence from Sweden (2015, methodology): “Future studies could, therefore, benefit from incorporating the methods outlined in Canay (2011) and Galvao (2011).”
Does environmental policy stringency foster innovation and productivity in OECD countries? (2019, methodology): “Canay (2011) proposed a two-step method to take the rich analysis offered in fixed (6) 14 effects panel data and the information about the heterogeneous effects in the variation of the dependent variable in the quantile estimation.”
Estimating and Testing a Quantile Regression Model with Interactive Effects (2012, methodology): “Alternative models and approaches to the one considered in this paper are introduced by Canay (2011), Chernozhukov et al. (2013), Powell (2009), Wei and He (2006), Ando and Tsay (2011), Rosen (2012), and Ponomareva (2010).”
Interplay between technological innovation and environmental quality: Formulating the SDG policies for next 11 economies (2020, background): “11 Table 7 reports the results of the regression quantiles proposed by Canay (2011), and Figure 4 shows the 12 plot of quantiles at 95% level.”