Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

Xiaoyu Zhang, Di Wang, Heng Lian & Guodong Li
Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved significantly by pooling the information of individuals within each group. However, the currently assumed parametric and semiparametric relationship between the response and predictors may be misspecified, which leads to a wrong grouping result, and the nonparametric approach hence can be considered to avoid such mistakes. Moreover, the...
1 citation reported since publication in 2022.
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.