Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations. A latent group structure is imposed on the heterogenous quantile regression models so that the number of nonparametric functional coefficients to be estimated can be reduced considerably. …