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Modello a Effetti Fissi per Dati Panel×Regressione quantilica×
CampoEconometriaEconometria
FamigliaRegression modelRegression model
Anno di origine20141978
IdeatoreHsiao (textbook treatment); within transformation of panel dataKoenker & Bassett
TipoPanel data regressionConditional quantile regression
Fonte seminaleHsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeliconditional quantile regression, regression quantiles, Kantil Regresyon
Correlati55
SintesiThe Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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  2. 2 Fonti
  3. PUBLISHED

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ScholarGateConfronta i metodi: Panel Fixed Effects · Quantile Regression. Consultato il 2026-06-18 da https://scholargate.app/it/compare