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- W3125336593 abstract "We show that the quantile regression estimator is consistent and asymptotically normal when the error terms are correlated within clusters but independent across clusters. A consistent estimator of the covariance matrix of the asymptotic distribution is provided and we propose a specification test capable of detecting the presence of intra-cluster correlation. A small simulation study illustrates the finite sample performance of the test and of the covariance matrix estimator." @default.
- W3125336593 created "2021-02-01" @default.
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- W3125336593 date "2013-06-30" @default.
- W3125336593 modified "2023-09-27" @default.
- W3125336593 title "Quantile regression with clustered data" @default.
- W3125336593 hasPublicationYear "2013" @default.
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