This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by construction. Monte Carlo simulations show that the proposed estimator performs well in finite samples
In this paper we develop the nonparametric QR series framework, covering many regressors as a specia...
This paper proposes a fully nonparametric procedure for testing conditional quantile independence. T...
Abstract: We define a nonparametric prewhitening method for estimating condi-tional quantiles based ...
This paper develops a nonparametric method to estimate a conditional quantile function for a panel d...
This paper contains a complete procedure for calculating the value of a conditional quantile estimat...
Unconditional quantile treatment effects are difficult to estimate in the presence of fixed effects....
This paper makes two main contributions to inference for conditional quantiles. First, we construct ...
This paper investigates a nonparametric approach for estimating conditional quantiles of time series...
We define a nonparametric prewhitening method for estimating conditional quantiles based on local li...
Small-sample properties of a nonparametric estimator of conditional quantiles based on optimal quant...
In this paper a new nonparametric estimate of conditional quantiles is proposed, that avoids the pro...
Small-sample properties of a nonparametric estimator of conditional quantiles based on optimal quant...
This paper considers identification and estimation of ceteris paribus effects of continuous regresso...
The aim of this paper is to estimate nonparametrically the conditional quantile density function. A ...
We propose a nonparametric method to construct confidence intervals for quantile marginal effects (i...
In this paper we develop the nonparametric QR series framework, covering many regressors as a specia...
This paper proposes a fully nonparametric procedure for testing conditional quantile independence. T...
Abstract: We define a nonparametric prewhitening method for estimating condi-tional quantiles based ...
This paper develops a nonparametric method to estimate a conditional quantile function for a panel d...
This paper contains a complete procedure for calculating the value of a conditional quantile estimat...
Unconditional quantile treatment effects are difficult to estimate in the presence of fixed effects....
This paper makes two main contributions to inference for conditional quantiles. First, we construct ...
This paper investigates a nonparametric approach for estimating conditional quantiles of time series...
We define a nonparametric prewhitening method for estimating conditional quantiles based on local li...
Small-sample properties of a nonparametric estimator of conditional quantiles based on optimal quant...
In this paper a new nonparametric estimate of conditional quantiles is proposed, that avoids the pro...
Small-sample properties of a nonparametric estimator of conditional quantiles based on optimal quant...
This paper considers identification and estimation of ceteris paribus effects of continuous regresso...
The aim of this paper is to estimate nonparametrically the conditional quantile density function. A ...
We propose a nonparametric method to construct confidence intervals for quantile marginal effects (i...
In this paper we develop the nonparametric QR series framework, covering many regressors as a specia...
This paper proposes a fully nonparametric procedure for testing conditional quantile independence. T...
Abstract: We define a nonparametric prewhitening method for estimating condi-tional quantiles based ...