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A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment
In the second step, standard panel quantile methods are employed on a subset of weighted observations.
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.
Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models.
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