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

被引：107

作者：

Harding, Matthew ^{[1
]}

Lamarche, Carlos ^{[2
]}

机构：

[1] Stanford Univ, Dept Econ, Stanford, CA 94305 USA

[2] Univ Oklahoma, Dept Econ, Norman, OK 73019 USA

来源：

ECONOMICS LETTERS | 2009年 / 104卷 / 03期

关键词：

Quantile regression; Instrumental Variables; Individual Effects;

D O I：

10.1016/j.econlet.2009.04.025

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We introduce a quantile regression approach to panel data models with endogenous variables and individual effects correlated with the independent variables. We find newly developed quantile regression methods can be easily adapted to estimate this class of models efficiently. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：133 / 135

页数：3

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