Research on quantile regression for panel data
| Project/Area Number |
22730179
|
|---|
| Research Category |
Grant-in-Aid for Young Scientists (B)
|
| Allocation Type | Single-year Grants |
|---|
| Research Field |
Economic statistics
|
|---|
| Research Institution | Hiroshima University |
|---|
Principal Investigator |
KATO Kengo 広島大学, 大学院・理学研究科, 助教 (50549780)
|
|---|
| Project Period (FY) |
2010 – 2012
|
| Project Status |
Completed (Fiscal Year 2012)
|
| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
|
|---|
| Keywords | 分位点回帰 / 計量経済学 / 計量経済 |
|---|
| Research Abstract |
In this project, I analyzed the fixed effects quantile regression model and established the asymptotic properties for two estimators of the coefficient vector , namely, the estimator minimizing the check loss function used conventionally in the quantile regression literature and the one minimizing the smoothed version of the check function. Moreover, I considered the situation where the dependent variable is s calar and the covariate is a random function, focused on the functional linear quantile regression model, and established the sharp asymptotic properties for the PCA-based estimator on the slope function and related parameters.
|
Report
(4 results)
Research Products
(44 results)
