Asymptotics for panel quantile regression models with individual effects

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

Consistent Estimates Based on Partially Consistent Observations

Jerzy Neyman, Elizabeth L. Scott · Econometrica · 1948 · 2.7K citations

Computing, Biostatistics, Econometrics +11

Simulation and the Asymptotics of Optimization Estimators

Ariel Pakes, David Pollard · Econometrica · 1989 · 1.5K citations

Computing, Computer Science, Algorithms +8

The incidental parameter problem since 1948

Tony Lancaster · Journal of Econometrics · 2000 · 1.1K citations

Engineering, Mathematics, Stochastic Processes +2

Weak Convergence and Empirical Processes

Thomas Mikosch, Aad van der Vaart, Jon A. Wellner · Journal of the American Statistical Association · 1997 · 775 citations

Natural Sciences, Mathematics, Stochastic Processes +10