This paper considers panel data models where the idiosyncratic errors are subject to conditonal quantile restrictions. We propose a two-step estimator based on smoothed quantile regressions that is easy to implement. The asymptotic distribution of the estimator is established, and the analytical expression of its asymptotic bias is derived. Building on these results, we show how to make asymptotically valid inference on the basis of both analytical and split-panel jackknife bias corrections. Finite-sample simulations are used to support our theoretical analysis and to illustrate the importance of bias correction in quantile regressions for panel data. Finally, in an empirical application, the proposed method is used to study the growth effects of foreign direct investment.

中文翻译：

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使用平滑分位数回归的分位数面板数据模型的简单估计器

本文考虑了特殊误差受条件分位数限制的面板数据模型。我们提出了一个基于平滑分位数回归的两步估计器，它易于实现。建立了估计量的渐近分布，推导了其渐近偏差的解析表达式。在这些结果的基础上，我们展示了如何在分析和拆分面板折刀偏差校正的基础上进行渐近有效的推理。有限样本模拟用于支持我们的理论分析并说明偏差校正在面板数据的分位数回归中的重要性。最后，在实证应用中，所提出的方法被用于研究外商直接投资的增长效应。