Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/12175
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Parente, P. M. D. C. | - |
dc.contributor.author | Silva, J. M. C. S. | - |
dc.date.accessioned | 2016-12-06T18:07:54Z | - |
dc.date.available | 2016-12-06T18:07:54Z | - |
dc.date.issued | 2016 | - |
dc.identifier.issn | 2156-6674 | - |
dc.identifier.uri | http://hdl.handle.net/10071/12175 | - |
dc.description.abstract | We study the properties of the quantile regression estimator when data are sampled from independent and identically distributed clusters, and show that the estimator is consistent and asymptotically normal even when there is intra-cluster correlation. A consistent estimator of the covariance matrix of the asymptotic distribution is provided, and we propose a specification test capable of detecting the presence of intra-cluster correlation. A small simulation study illustrates the finite sample performance of the test and of the covariance matrix estimator. | eng |
dc.language.iso | eng | - |
dc.publisher | De Gruyter | - |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147442/PT | - |
dc.rights | openAccess | por |
dc.subject | Clustered standard errors | eng |
dc.subject | Moulton problem | eng |
dc.subject | Panel data | eng |
dc.subject | Specification testing | eng |
dc.title | Quantile regression with clustered data | eng |
dc.type | article | - |
dc.pagination | 1 - 15 | - |
dc.publicationstatus | Publicado | por |
dc.peerreviewed | yes | - |
dc.journal | Journal of Econometric Methods | - |
dc.distribution | Internacional | por |
dc.volume | 5 | - |
dc.number | 1 | - |
degois.publication.firstPage | 1 | - |
degois.publication.lastPage | 15 | - |
degois.publication.issue | 1 | - |
degois.publication.title | Quantile regression with clustered data | eng |
dc.date.updated | 2019-04-23T10:30:39Z | - |
dc.description.version | info:eu-repo/semantics/submittedVersion | - |
dc.identifier.doi | 10.1515/jem-2014-0011 | - |
iscte.identifier.ciencia | https://ciencia.iscte-iul.pt/id/ci-pub-26714 | - |
Aparece nas coleções: | BRU-RI - Artigos em revistas científicas internacionais com arbitragem científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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Quantile regression with clustered data.pdf Restricted Access | Pré-print | 280,15 kB | Adobe PDF | Ver/Abrir Request a copy |
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