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- Galvao, Antonio F., et al. Show all 2 Author
- Journal of econometrics 2016 v.193 no.1 pp. 92-112
- econometric models; economic analysis; economic theory; normal distribution; regression analysis
- ... This paper studies fixed effects estimation of quantile regression models for panel data. Under an asymptotic framework where both the numbers of individuals and time periods grow at the same rate, we show that the fixed-effects estimator for the smoothed objective function has a limiting normal distribution with a bias in the mean, and provide the analytic form of the asymptotic bias. We propose ...