This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct confidence intervals for the parameters of interest using percentile bootstrap with pairwise resampling. ...

This chapter studies estimation and inference methods for multi-dimensional quantile regression panel data models. First, we discuss the fixed effects (FE) model. This model imposes a relatively restrictive asymptotic ...

The goal of this paper is to extend the counterfactual methodologies in particular Carvalho et al. (2016), by considering the estimation of quantile counterfactuals in the presence of trend units. We derive an asymptotically ...

This article proposes tests for slope homogeneity across individuals in quantile regression fixed effects panel data models. The tests are based on the Swamy statistic. We establish the asymptotic null distribution of the ...

I estimate a quantile regression (QR) to assess informal wage penalties at different points along the conditional wage distribution in Argentina and within the country. I exploit a panel data set from a quarterly household ...

This paper analyzes the relationship between firms’ innovation and growth measured by sales and labor productivity in Ecuador. The literature on this topic has focused mainly on developed countries. We apply panel data ...

This paper analyzes the relationship between firms’ innovation and growth measured by sales and labor productivity in Ecuador. The literature on this topic has focused mainly on developed countries. We apply panel data ...

This paper analyzes the relationship between firms’ innovation and growth measured by sales and labor productivity in Ecuador. The literature on this topic has focused mainly on developed countries. We apply panel data ...