Set identification via quantile restrictions in short panels

By A. Rosen. 2009

100 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5d25944e8ace2c7acb96accef6bde207e2588417

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Citations in the corpus

IV Quantile Regression for Group-Level Treatments, with an Application to the Distributional Effects of Trade (2016, background): “See, for example, Koenker (2004), Abrevaya and Dahl (2008), Lamarche (2010), Canay (2011), Galvao (2011), Kato and Galvao (2011), Ponomareva (2011), Kato, Galvao, and Montes-Rojas (2012), Rosen (2012), Arellano and Bonhomme (2013), and Galvao and Wang (2013).”
A quantile correlated random coefficients panel data model (2016, background): “i=1 ( 1 ( Yit ≤ QYt|X(τ |x) ) − τ ) 1(Xi = x) fYt|X(QYt|X(τ |x)|x)pN + RN(τ ;x) (44) where pN is the probability associated with support point x and the residual RN(τ ;x) goes to 0 in probability as N → ∞.”
Smoothed quantile regression for panel data (2015, unknown): “1 (Talagrand (1996); in this form, Gine and Guillou (2002)).”
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models (2020, unknown): “The recent literature include work by Koenker (2004), Lamarche (2010), Galvao (2011), Rosen (2012), Galvao, Lamarche and Lima (2013), Chernozhukov, Fernández-Val, Hahn and Newey (2013), Chernozhukov, Fernández-Val, Hoderlein, Holzmann and Newey (2015), Harding and Lamarche (2014, 2017), and…”
Asymptotics for panel quantile regression models with individual effects (2012, background): “The next proposition is a Bernstein type inequality for centered empirical processes, which originates from Talagrand (1996). The current form of the inequality is due to Bousquet (2002).”
Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors (2010, unknown): “I apply the estimator to the analysis of Rouse [1998]. Importantly, the conclusions drawn from this analysis are very different from the conclusions found in Harding and Lamarche [2009] which uses conditional quantiles.”
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (2017, methodology): “More precisely, we obtain identification by employing the Rosenblatt transform, which is the distribution transform studied by Rosenblatt (1952). Also, Assumption A4 imposes a compact support assumption as in Athey and Imbens (2006) in order to avoid technical difficulties in the rest of analysis, w”