Common Correlated Effects Estimation of Heterogeneous: Dynamic Panel Quantile Regression Models

SSRN Electronic Journal ◽

10.2139/ssrn.3242269 ◽

2018 ◽

Cited By ~ 1

Author(s):

Matthew Harding ◽

Carlos Lamarche ◽

M. Hashem Pesaran

Keyword(s):

Quantile Regression ◽

Regression Models ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

Common Correlated Effects

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Common correlated effects estimation of heterogeneous dynamic panel quantile regression models

Journal of Applied Econometrics ◽

10.1002/jae.2753 ◽

2020 ◽

Vol 35 (3) ◽

pp. 294-314

Author(s):

Matthew Harding ◽

Carlos Lamarche ◽

M. Hashem Pesaran

Keyword(s):

Quantile Regression ◽

Regression Models ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

Common Correlated Effects

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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models

SSRN Electronic Journal ◽

10.2139/ssrn.3275384 ◽

2018 ◽

Author(s):

Matthew Harding ◽

Carlos Lamarche ◽

M. Hashem Pesaran

Keyword(s):

Quantile Regression ◽

Regression Models ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

Common Correlated Effects

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Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach

Business Strategy and the Environment ◽

10.1002/bse.2662 ◽

2021 ◽

Vol 30 (2) ◽

pp. 931-954

Author(s):

Woon Leong Lin ◽

Chin Lee ◽

Siong Hook Law

Keyword(s):

Quantile Regression ◽

Value Creation ◽

Corporate Sustainability ◽

Dynamic Panel ◽

Asymmetric Effects ◽

Panel Quantile Regression ◽

Sustainability Strategy ◽

Regression Approach

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The impact of income, economic openness and interest rates on housing prices in China: evidence from dynamic panel quantile regression

Applied Economics ◽

10.1080/00036846.2018.1441512 ◽

2018 ◽

Vol 50 (38) ◽

pp. 4086-4098 ◽

Cited By ~ 5

Author(s):

Huiming Zhu ◽

Zheng Li ◽

Peng Guo

Keyword(s):

Quantile Regression ◽

Interest Rates ◽

Housing Prices ◽

Economic Openness ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

The Impact

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Stress-testing US bank holding companies: A dynamic panel quantile regression approach: A comment

International Journal of Forecasting ◽

10.1016/j.ijforecast.2013.11.004 ◽

2014 ◽

Vol 30 (3) ◽

pp. 714-716

Author(s):

Matthew Pritsker

Keyword(s):

Quantile Regression ◽

Stress Testing ◽

Bank Holding Companies ◽

Dynamic Panel ◽

Holding Companies ◽

Panel Quantile Regression ◽

Regression Approach

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Robust Inference for Panel Quantile Regression Models with Individual Fixed Effects and Serial Correlation

SSRN Electronic Journal ◽

10.2139/ssrn.2952580 ◽

2016 ◽

Cited By ~ 2

Author(s):

Jungmo Yoon ◽

Antonio F Galvao

Keyword(s):

Quantile Regression ◽

Fixed Effects ◽

Regression Models ◽

Serial Correlation ◽

Robust Inference ◽

Panel Quantile Regression

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The impact of social workers on infant mortality in inter-war Tokyo: Bayesian dynamic panel quantile regression with endogenous variables

Cliometrica ◽

10.1007/s11698-014-0110-1 ◽

2014 ◽

Vol 9 (1) ◽

pp. 97-130 ◽

Cited By ~ 8

Author(s):

Kota Ogasawara ◽

Genya Kobayashi

Keyword(s):

Infant Mortality ◽

Quantile Regression ◽

Social Workers ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

Endogenous Variables ◽

The Impact

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Stress-testing US bank holding companies: A dynamic panel quantile regression approach

International Journal of Forecasting ◽

10.1016/j.ijforecast.2013.11.003 ◽

2014 ◽

Vol 30 (3) ◽

pp. 691-713 ◽

Cited By ~ 49

Author(s):

Francisco B. Covas ◽

Ben Rump ◽

Egon Zakrajšek

Keyword(s):

Quantile Regression ◽

Stress Testing ◽

Bank Holding Companies ◽

Dynamic Panel ◽

Holding Companies ◽

Panel Quantile Regression ◽

Regression Approach

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Stress-Testing U.S. Bank Holding Companies: A Dynamic Panel Quantile Regression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2347643 ◽

2013 ◽

Cited By ~ 3

Author(s):

Francisco Covas ◽

Ben Rump ◽

Egon Zakrajsek

Keyword(s):

Quantile Regression ◽

Stress Testing ◽

Bank Holding Companies ◽

Dynamic Panel ◽

Holding Companies ◽

Panel Quantile Regression ◽

Regression Approach

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Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach

Energy Policy ◽

10.1016/j.enpol.2015.09.022 ◽

2015 ◽

Vol 87 ◽

pp. 303-313 ◽

Cited By ~ 69

Author(s):

Yue-Jun Zhang ◽

Hua-Rong Peng ◽

Zhao Liu ◽

Weiping Tan

Keyword(s):

Quantile Regression ◽

Rebound Effect ◽

Passenger Transport ◽

Dynamic Panel ◽

Panel Quantile Regression ◽

Regression Approach ◽

Direct Energy

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