A simple approach to quantile regression for panel data

Abstract

This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation of the data that gets rid of the fixed effects under the assumption that these effects are location shifters. The new estimator is consistent and asymptotically normal as both n and T grow.

Identifiers

DOI

10.1111/j.1368-423x.2011.00349.x

Citations and references