Quantile regression for static panel data models with time-invariant regressors. 2023

Li Tao, and Lingnan Tai, and Maozai Tian
School of Information, Beijing Wuzi University, Beijing, China.

This paper proposes two new weighted quantile regression estimators for static panel data model with time-invariant regressors. The two new estimators can improve the estimation of the coefficients with time-invariant regressors, which are computationally convenient and simple to implement. Also, the paper shows consistency and asymptotic normality of the two proposed estimator for sequential and simultaneous N, T asymptotics. Monte Carlo simulation in various parameters sets proves the validity of the proposed approach. It has an empirical application to study the effects of the influence factors of China's exports using the trade gravity model.

UI MeSH Term Description Entries
D009010 Monte Carlo Method In statistics, a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer. The name alludes to the randomness characteristic of the games of chance played at the gambling casinos in Monte Carlo. (From Random House Unabridged Dictionary, 2d ed, 1993) Method, Monte Carlo
D003198 Computer Simulation Computer-based representation of physical systems and phenomena such as chemical processes. Computational Modeling,Computational Modelling,Computer Models,In silico Modeling,In silico Models,In silico Simulation,Models, Computer,Computerized Models,Computer Model,Computer Simulations,Computerized Model,In silico Model,Model, Computer,Model, Computerized,Model, In silico,Modeling, Computational,Modeling, In silico,Modelling, Computational,Simulation, Computer,Simulation, In silico,Simulations, Computer
D006112 Gravitation Acceleration produced by the mutual attraction of two masses, and of magnitude inversely proportional to the square of the distance between the two centers of mass. It is also the force imparted by the earth, moon, or a planet to an object near its surface. (From NASA Thesaurus, 1988) G Force,Gravistimulation,Gravity,Force, G,G Forces,Gravities
D006262 Health The state of the organism when it functions optimally without evidence of disease. Individual Health,Normalcy,Normality,Health, Individual,Normalcies,Normalities
D015233 Models, Statistical Statistical formulations or analyses which, when applied to data and found to fit the data, are then used to verify the assumptions and parameters used in the analysis. Examples of statistical models are the linear model, binomial model, polynomial model, two-parameter model, etc. Probabilistic Models,Statistical Models,Two-Parameter Models,Model, Statistical,Models, Binomial,Models, Polynomial,Statistical Model,Binomial Model,Binomial Models,Model, Binomial,Model, Polynomial,Model, Probabilistic,Model, Two-Parameter,Models, Probabilistic,Models, Two-Parameter,Polynomial Model,Polynomial Models,Probabilistic Model,Two Parameter Models,Two-Parameter Model

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