arXiv 10 Sep 2026 · Econometrics
arXiv:2609.10925 · PDF · Extracted main text
This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.
appendix boundary found by appendix_command · 90% of the source is main text. Read the extracted text to check this.
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 | Chamberlain, Gary (1984) Panel Data | 0.874 | 5 | 2 | 100% |
| 2 | Koenker, Roger (2004) Quantile regression for longitudinal data | 0.874 | 5 | 2 | 100% |
| 3 | Kato, Kengo and Galvao, Antonio F. and Montes-Rojas, Gabriel (2012) Asymptotics for panel quantile regression models with individual effects | 0.811 | 4 | 2 | 100% |
| 4 | Canay, Ivan A (2011) A simple approach to quantile regression for panel data | 0.737 | 3 | 2 | 100% |
| 5 | Lamarche, Carlos (2010) Robust penalized quantile regression estimation for panel data | 0.644 | 2 | 2 | 100% |
| 6 | Manski, Charles F (1987) Semiparametric analysis of random effects linear models from binary panel data | 0.644 | 2 | 2 | 100% |
| Rosen2012quantile | unmatched citation key Rosen2012quantile | 0.405 | 1 | 1 | 100% |
| 8 | Andrews, Donald W. K. and Shi, Xiaoxia (2013) Inference Based on Conditional Moment Inequalities | 0.405 | 1 | 1 | 100% |
| 9 | Chernozhukov, Victor and Hong, Han and Tamer, Elie (2007) Estimation and Confidence Regions for Parameter Sets in Econometric Models self | 0.405 | 1 | 1 | 100% |
| 10 | Chernozhukov, Victor and Lee, Sokbae and Rosen, Adam M (2013) Intersection Bounds: Estimation and Inference | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 24 scored citations. 1 of these could not be matched to a bibliography entry, so only the citation key is shown.