Quantile regression for general spatial panel data models with fixed effects

doi:10.1080/02664763.2019.1628190

	Quantile regression for general spatial panel data models with fixed effects
	Dai, Xiaowen ; Yan, Zhen ; Tian, Maozai; Tang, ManLai
	2019-06-13
发表期刊	JOURNAL OF APPLIED STATISTICS
卷号	47 期号:1 页码:45-60
摘要	This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data. Fixed effects quantile regression estimators based on instrumental variable method will be proposed. Asymptotic properties of the proposed estimators will be developed. Simulations are conducted to study the performance of the proposed method. We will illustrate our methodologies using a cigarettes demand data set.
关键词	Fixed effects instrumental variables quantile regression space-time panel models spatial autoregressive
DOI	10.1080/02664763.2019.1628190
收录类别	SCI ; SCOPUS ; SSCI ; SCIE
ISSN	0266-4763
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000472274700001
出版者	TAYLOR & FRANCIS LTD
原始文献类型	Article
EISSN	1360-0532
引用统计	被引频次：11[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/636
专题	统计与数据科学学院
作者单位	1.Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China; 2.Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China; 3.Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China; 4.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730101, Gansu, Peoples R China; 5.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Urumqi 830012, Peoples R China; 6.Hang Seng Management Coll, Dept Math & Stat, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Dai, Xiaowen,Yan, Zhen,Tian, Maozai,et al. Quantile regression for general spatial panel data models with fixed effects[J]. JOURNAL OF APPLIED STATISTICS,2019,47(1):45-60.
APA	Dai, Xiaowen,Yan, Zhen,Tian, Maozai,&Tang, ManLai.(2019).Quantile regression for general spatial panel data models with fixed effects.JOURNAL OF APPLIED STATISTICS,47(1),45-60.
MLA	Dai, Xiaowen,et al."Quantile regression for general spatial panel data models with fixed effects".JOURNAL OF APPLIED STATISTICS 47.1(2019):45-60.