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Found 4 papers, 1 papers with code
Bootstrap inference for panel data quantile regression
This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects.
Loss aversion and the welfare ranking of policy interventions
This paper develops theoretical criteria and econometric methods to rank policy interventions in terms of welfare when individuals are loss-averse.
Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data
We propose a wild residual bootstrap procedure and show that it is asymptotically valid for approximating the distribution of the penalized estimator.
Uniform inference for value functions
We propose a method to conduct uniform inference for the (optimal) value function, that is, the function that results from optimizing an objective function marginally over one of its arguments.
