Jiaying Gu, Stanislav Volgushev
arXiv 15 Jan 2018 · Econometrics · publishedJournal of Econometrics (2019) · 55 citations (OpenAlex)
arXiv:1801.05041 · PDF · DOI · OpenAlex · Extracted main text
This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression. We assume that the observed individuals come from a heterogeneous population with a finite number of types. The number of types and group membership is not assumed to be known in advance and is estimated by means of a convex optimization problem. We provide conditions under which group membership is estimated consistently and establish asymptotic normality of the resulting estimators. Simulations show that the method works well in finite samples when T is reasonably large. To illustrate the proposed methodology we study the effects of the adoption of Right-to-Carry concealed weapon laws on violent crime rates using panel data of 51 U.S. states from 1977 - 2010.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Kato, Galvao, and Montes-Rojas (2012) Asymptotics for Panel Quantile Regression Models with Individual Effects | 1.000 | 7 | 4 | 100% |
| 2 | Koenker (2004) Quantile Regression for Longitudinal Data | 1.000 | 7 | 4 | 100% |
| 3 | Koenker (2005) Quantile regression | 0.928 | 4 | 3 | 100% |
| 4 | Su, Shi, and Phillips (2016) Identifying latent structures in panel data | 0.843 | 3 | 3 | 100% |
| 5 | Aneja, Donohue, and Zhang (2014) The impact of Right to Carry Laws and the NRC report: the latest lessons from the empirical evaluation of law and policy | 0.644 | 4 | 1 | 100% |
| 6 | van der Vaart and Wellner (1996) Weak Convergence and Empirical Processes | 0.644 | 4 | 1 | 100% |
| 7 | Hocking, Vert, Bach, and Joulin (2011) Clusterpath: an Algorithm for Clustering Using Convex Fusion Penalties | 0.644 | 2 | 2 | 100% |
| 8 | Lamarche (2010) Robust Penalized Quantile Regression Estimation for Panel Data | 0.644 | 2 | 2 | 100% |
| 9 | Galvao and Wang (2015) Efficient minimum distance estimator for quantile regression fixed effects panel data | 0.644 | 2 | 2 | 100% |
| 10 | Galvao and Kato (2016) Smoothed quantile regression for panel data | 0.644 | 2 | 2 | 100% |
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