摘要翻译：
本文提出了一种构造非线性网络和面板模型中分位数函数和分位数效应的同时置信带的方法，该模型具有未观察到的双向效应、严格外生协变量和可能离散的结果变量。该方法基于由固定效应分布回归估计量构造的分布函数的同时置信带的投影。这些固定效应估计量被用来处理附带参数问题。在数据集的两个维数以相同速率增长的渐近序列下，分位数函数和效应的置信带在大样本中具有正确的联合覆盖。对贸易引力模型的实证应用说明了该方法对网络数据的适用性。
---
英文标题：
《Network and Panel Quantile Effects Via Distribution Regression》
---
作者：
Victor Chernozhukov, Iv\'an Fern\'andez-Val and Martin Weidner
---
最新提交年份：
2020
---
分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--
一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
--

---
英文摘要：
  This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables. The method is based upon projection of simultaneous confidence bands for distribution functions constructed from fixed effects distribution regression estimators. These fixed effects estimators are debiased to deal with the incidental parameter problem. Under asymptotic sequences where both dimensions of the data set grow at the same rate, the confidence bands for the quantile functions and effects have correct joint coverage in large samples. An empirical application to gravity models of trade illustrates the applicability of the methods to network data.
---
PDF链接：
https://arxiv.org/pdf/1803.08154