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Author

Antonio F. Galvao

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Preprint Oct 2026

GMM for Panel Data Quantile Regression

This paper develops a smoothed generalized method of moments (GMM) framework for panel quantile models with individual-specific fixed-effects and endogenous regressors. By smoothing the indicator in the quantile moment conditions and profiling out the individual effects through smoothed individual quantile restrictions...

Antonio F. Galvao, Ulrich Hounyo, Jia-Hao Lin · 0 citations

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