Identification in Linear Quantile Panel Models

Shakeeb Khan; Elie Tamer

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arXiv · 2609.10925

Identification in Linear Quantile Panel Models

Shakeeb Khan·Elie Tamer

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Abstract

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

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Shakeeb Khan, Elie Tamer. 2026-09-10. Identification in Linear Quantile Panel Models. https://arxiv.org/abs/2609.10925

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