Essays on quantile regression for dynamic panel data models

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Feng, Junlong. My dissertation explores two broad areas in econometrics and statistics. The first area is nonparametric identification and estimation with endogeneity using instrumental variables. The second area is related to low-rank matrix recovery and high-dimensional panel data models.
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Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors

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Essays in Econometrics | Academic Commons

Skip to search form Skip to main content You are currently offline. Some features of the site may not work correctly. DOI: Galvao Published Mathematics Journal of Econometrics 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 as regressors. To reduce the dynamic bias, we suggest the use of the instrumental variables quantile regression method of Chernozhukov and Hansen along with lagged regressors as instruments.
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Essays on Quantile Regression for Dynamic Panel Data Models

Interface to rq. The interface is based very closely on Achim Zeileis's dynlm package. For details see below and rq. If not found in data , the variables are taken from environment formula , typically the environment from which rq is called. The default is set by the na.
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Part of my research has been centered around theoretical and empirical aspects of Quantile Regression for Panel Data , Ph. Below you will find a list of published papers and, in some cases, links to the programs. Thank you for visiting my website.
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