Y. Akgündüz, S. Cilasun, Ahmet Deryol et al.
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Valentina Peruzzi, M. Signore, Salvatore Vergine et al.
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Preprint
Oct 2026
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
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Attila Zoltán Nagy, Beatrix Steiner, Vivien Csapi
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KartikAthreya, Andrew Owens, FelipeSchwartzman
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September, Massimiliano Tani, Xin Wen et al.
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