{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,24]],"date-time":"2026-04-24T19:50:32Z","timestamp":1777060232306,"version":"3.51.4"},"reference-count":40,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2024,3,17]],"date-time":"2024-03-17T00:00:00Z","timestamp":1710633600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2024,3,17]],"date-time":"2024-03-17T00:00:00Z","timestamp":1710633600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2024,6]]},"DOI":"10.1007\/s11222-024-10396-7","type":"journal-article","created":{"date-parts":[[2024,3,18]],"date-time":"2024-03-18T00:04:07Z","timestamp":1710720247000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Expectile and M-quantile regression for panel data"],"prefix":"10.1007","volume":"34","author":[{"given":"Ian Meneghel","family":"Danilevicz","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Vald\u00e9rio Anselmo","family":"Reisen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Pascal","family":"Bondon","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2024,3,17]]},"reference":[{"issue":"1","key":"10396_CR1","first-page":"46","volume":"3","author":"AM Alemu","year":"2012","unstructured":"Alemu, A.M.: The effect of R &D on high-tech product export competitiveness: empirical evidence from panel data of east Asian economies. STI Policy Rev. 3(1), 46\u201362 (2012)","journal-title":"STI Policy Rev."},{"issue":"1","key":"10396_CR2","doi-asserted-by":"publisher","first-page":"122","DOI":"10.1111\/rssc.12452","volume":"70","author":"M Alf\u00f2","year":"2021","unstructured":"Alf\u00f2, M., Marino, M.F., Ranalli, M.G., Salvati, N., Tzavidis, N.: M-quantile regression for multivariate longitudinal data with an application to the Millennium Cohort study. J. R. Stat. Soc. C 70(1), 122\u2013146 (2021)","journal-title":"J. R. Stat. Soc. C"},{"key":"10396_CR3","doi-asserted-by":"crossref","unstructured":"Baesu, V., Albulescu, C.T., Farkas, Z.-B., Draghici, A.: (2015). Determinants of the high-tech sector innovation performance in the European union: a review. In: Proc. Technol., 19:371\u2013378. 8th International Conference Interdisciplinarity in Engineering, INTER-ENG: 9\u201310 October 2014. Tirgu Mures, Romania (2014)","DOI":"10.1016\/j.protcy.2015.02.053"},{"issue":"3","key":"10396_CR4","doi-asserted-by":"publisher","first-page":"819","DOI":"10.1007\/s10260-023-00692-3","volume":"32","author":"A Barry","year":"2023","unstructured":"Barry, A., Oualkacha, K., Charpentier, A.: Alternative fixed-effects panel model using weighted asymmetric least squares regression. Stat. Methods Appl. 32(3), 819\u2013841 (2023)","journal-title":"Stat. Methods Appl."},{"issue":"4","key":"10396_CR5","doi-asserted-by":"publisher","first-page":"761","DOI":"10.1093\/biomet\/75.4.761","volume":"75","author":"J Breckling","year":"1988","unstructured":"Breckling, J., Chambers, R.: M-quantiles. Biometrika 75(4), 761\u2013771 (1988)","journal-title":"Biometrika"},{"key":"10396_CR6","doi-asserted-by":"publisher","first-page":"39","DOI":"10.1016\/S0167-7152(01)00125-0","volume":"55","author":"J Breckling","year":"2001","unstructured":"Breckling, J., Kokic, P., Lubke, O.: A note on multivariate M-quantiles. Stat. Probab. Lett. 55, 39\u201344 (2001)","journal-title":"Stat. Probab. Lett."},{"key":"10396_CR7","first-page":"1","volume":"1","author":"IM Danilevicz","year":"2022","unstructured":"Danilevicz, I.M., Reisen, V.A., Bondon, P.: pqrfe: penalized quantile regression with fixed effects. R Package Version 1, 1 (2022)","journal-title":"R Package Version"},{"issue":"4","key":"10396_CR8","doi-asserted-by":"publisher","first-page":"959","DOI":"10.2307\/2531727","volume":"44","author":"P Diggle","year":"1988","unstructured":"Diggle, P.: An approach to the analysis of repeated measurements. Biometrics 44(4), 959\u2013971 (1988)","journal-title":"Biometrics"},{"key":"10396_CR9","doi-asserted-by":"publisher","first-page":"1054","DOI":"10.1016\/j.csda.2013.02.005","volume":"71","author":"D Eddelbuettel","year":"2014","unstructured":"Eddelbuettel, D., Sanderson, C.: RcppArmadillo: accelerating R with high-performance C++ linear algebra. Comput. Stat. Data Anal. 71, 1054\u20131063 (2014)","journal-title":"Comput. Stat. Data Anal."},{"issue":"10","key":"10396_CR10","doi-asserted-by":"publisher","first-page":"1025","DOI":"10.1080\/13504850701222228","volume":"16","author":"M Falk","year":"2009","unstructured":"Falk, M.: High-tech exports and economic growth in industrialized countries. Appl. Econ. Lett. 16(10), 1025\u20131028 (2009)","journal-title":"Appl. Econ. Lett."},{"key":"10396_CR11","doi-asserted-by":"publisher","first-page":"1281","DOI":"10.1007\/s00362-018-0988-y","volume":"61","author":"C Galarza","year":"2020","unstructured":"Galarza, C., Castro, L., Louzada, F., Lachos, V.: Quantile regression for nonlinear mixed effects models: a likelihood based perspective. Stat. Pap. 61, 1281\u20131307 (2020)","journal-title":"Stat. Pap."},{"issue":"1","key":"10396_CR12","doi-asserted-by":"publisher","first-page":"178","DOI":"10.1016\/j.jeconom.2019.12.017","volume":"218","author":"AF Galv\u00e3o","year":"2020","unstructured":"Galv\u00e3o, A.F., Gu, J., Volgushev, S.: On the unbiased asymptotic normality of quantile regression with fixed effects. J. Econ. 218(1), 178\u2013215 (2020)","journal-title":"J. Econ."},{"issue":"1","key":"10396_CR13","doi-asserted-by":"publisher","first-page":"140","DOI":"10.1093\/biostatistics\/kxj039","volume":"8","author":"M Geraci","year":"2007","unstructured":"Geraci, M., Bottai, M.: Quantile regression for longitudinal data using the asymmetric Laplace distribution. Biostatistics 8(1), 140\u2013154 (2007)","journal-title":"Biostatistics"},{"key":"10396_CR14","doi-asserted-by":"publisher","first-page":"461","DOI":"10.1007\/s11222-013-9381-9","volume":"24","author":"M Geraci","year":"2014","unstructured":"Geraci, M., Bottai, M.: Linear quantile mixed models. Stat. Comput. 24, 461\u2013479 (2014)","journal-title":"Stat. Comput."},{"issue":"1","key":"10396_CR15","doi-asserted-by":"publisher","first-page":"155","DOI":"10.1016\/S0304-4076(03)00203-3","volume":"119","author":"JL Horowitz","year":"2004","unstructured":"Horowitz, J.L., Lee, S.S.: Semiparametric estimation of a panel data proportional hazards model with fixed effects. J. Econ. 119(1), 155\u2013198 (2004)","journal-title":"J. Econ."},{"issue":"53","key":"10396_CR16","doi-asserted-by":"publisher","first-page":"73","DOI":"10.1214\/aoms\/1177703732","volume":"1","author":"PJ Huber","year":"1964","unstructured":"Huber, P.J.: Robust Estimation of a Location Parameter. Ann. Stat. 1(53), 73\u2013101 (1964)","journal-title":"Ann. Stat."},{"issue":"2","key":"10396_CR17","doi-asserted-by":"publisher","first-page":"149","DOI":"10.1016\/0167-7152(94)90031-0","volume":"20","author":"MC Jones","year":"1994","unstructured":"Jones, M.C.: Expectiles and M-quantiles are quantiles. Stat. Probab. Lett. 20(2), 149\u2013153 (1994)","journal-title":"Stat. Probab. Lett."},{"key":"10396_CR18","doi-asserted-by":"publisher","first-page":"104626","DOI":"10.1016\/j.jmva.2020.104626","volume":"178","author":"J Kim","year":"2020","unstructured":"Kim, J., Oh, H.-S.: Pseudo-quantile functional data clustering. J. Multivar. Anal. 178, 104626 (2020)","journal-title":"J. Multivar. Anal."},{"key":"10396_CR19","first-page":"1356","volume":"28","author":"K Knight","year":"2000","unstructured":"Knight, K., Fu, W.: Asymptotics for Lasso-type estimators. Ann. Stat. 28, 1356\u20131378 (2000)","journal-title":"Ann. Stat."},{"issue":"1","key":"10396_CR20","doi-asserted-by":"publisher","first-page":"74","DOI":"10.1016\/j.jmva.2004.05.006","volume":"91","author":"R Koenker","year":"2004","unstructured":"Koenker, R.: Quantile regression for longitudinal data. J. Multivar. Anal. 91(1), 74\u201389 (2004)","journal-title":"J. Multivar. Anal."},{"key":"10396_CR21","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511754098","volume-title":"Quantile Regression","author":"R Koenker","year":"2005","unstructured":"Koenker, R.: Quantile Regression. Cambridge University Press, Cambridge (2005)"},{"key":"10396_CR22","doi-asserted-by":"publisher","first-page":"33","DOI":"10.2307\/1913643","volume":"46","author":"R Koenker","year":"1978","unstructured":"Koenker, R., Bassett, G., Jr.: Regression quantiles. Econometrica 46, 33\u201350 (1978)","journal-title":"Econometrica"},{"key":"10396_CR23","doi-asserted-by":"publisher","first-page":"15","DOI":"10.1007\/978-3-0348-8201-9_2","volume-title":"Statistical Data Analysis Based on the L1-Norm and Related Methods","author":"P Kokic","year":"2002","unstructured":"Kokic, P., Breckling, J., L\u00fcbke, O.: A new definition of multivariate M-quantiles. In: Dodge, Y. (ed.) Statistical Data Analysis Based on the L1-Norm and Related Methods, pp. 15\u201324. Birkh\u00e4user Basel, Basel (2002)"},{"issue":"4","key":"10396_CR24","doi-asserted-by":"publisher","first-page":"963","DOI":"10.2307\/2529876","volume":"38","author":"NM Laird","year":"1982","unstructured":"Laird, N.M., Ware, J.H.: Random-effects models for longitudinal data. Biometrics 38(4), 963\u2013974 (1982)","journal-title":"Biometrics"},{"issue":"2","key":"10396_CR25","doi-asserted-by":"publisher","first-page":"396","DOI":"10.1016\/j.jeconom.2010.03.042","volume":"157","author":"C Lamarche","year":"2010","unstructured":"Lamarche, C.: Robust penalized quantile regression estimation for panel data. J. Econ. 157(2), 396\u2013408 (2010)","journal-title":"J. Econ."},{"key":"10396_CR26","unstructured":"Lamarche, C., Parker, T.: (2021). Wild bootstrap inference for penalized quantile regression for longitudinal data. Working paper or preprint"},{"issue":"7","key":"10396_CR27","doi-asserted-by":"publisher","first-page":"1296","DOI":"10.1002\/sim.9277","volume":"41","author":"D Li","year":"2022","unstructured":"Li, D., Wang, L., Zhao, W.: Estimation and inference for Multikink expectile regression with longitudinal data. Stat. Med. 41(7), 1296\u20131313 (2022)","journal-title":"Stat. Med."},{"key":"10396_CR28","doi-asserted-by":"publisher","first-page":"2080","DOI":"10.1007\/s11424-020-9065-4","volume":"33","author":"H Li","year":"2020","unstructured":"Li, H., Liu, Y., Luo, Y.: Double penalized quantile regression for the linear mixed effects model. J. Syst. Sci. Complex. 33, 2080\u20132102 (2020)","journal-title":"J. Syst. Sci. Complex."},{"key":"10396_CR29","doi-asserted-by":"publisher","first-page":"229","DOI":"10.1007\/s40300-015-0072-5","volume":"73","author":"M Marino","year":"2015","unstructured":"Marino, M., Farcomeni, A.: Linear quantile regression models for longitudinal experiments: an overview. Metron 73, 229\u2013247 (2015)","journal-title":"Metron"},{"issue":"4","key":"10396_CR30","doi-asserted-by":"publisher","first-page":"819","DOI":"10.2307\/1911031","volume":"55","author":"W Newey","year":"1987","unstructured":"Newey, W., Powell, J.: Asymmetric least squares estimation and testing. Econometrica 55(4), 819\u2013847 (1987)","journal-title":"Econometrica"},{"key":"10396_CR31","doi-asserted-by":"publisher","first-page":"4168","DOI":"10.1016\/j.csda.2009.05.002","volume":"53","author":"S Schnabel","year":"2009","unstructured":"Schnabel, S., Eilers, P.: Optimal expectile smoothing. Comput. Stat. Data Anal. 53, 4168\u20134177 (2009)","journal-title":"Comput. Stat. Data Anal."},{"issue":"6","key":"10396_CR32","doi-asserted-by":"publisher","first-page":"1837","DOI":"10.1080\/03610918.2019.1610440","volume":"50","author":"Y Tian","year":"2021","unstructured":"Tian, Y., Wang, L., Tang, M., Tian, M.: Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies. Commun. Stat. Simul. Comput. 50(6), 1837\u20131853 (2021)","journal-title":"Commun. Stat. Simul. Comput."},{"issue":"1","key":"10396_CR33","doi-asserted-by":"publisher","first-page":"267","DOI":"10.1111\/j.2517-6161.1996.tb02080.x","volume":"58","author":"R Tibshirani","year":"1996","unstructured":"Tibshirani, R.: Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58(1), 267\u2013288 (1996)","journal-title":"J. R. Stat. Soc. B"},{"issue":"3","key":"10396_CR34","first-page":"217","volume":"2","author":"U Turen","year":"2013","unstructured":"Turen, U., G\u00f6kmen, Y.: The determinants of high technology exports volume: a panel data analysis of eu-15 countries. Int. J. Econ. Manag. Soc. Sci. 2(3), 217\u2013232 (2013)","journal-title":"Int. J. Econ. Manag. Soc. Sci."},{"issue":"2","key":"10396_CR35","doi-asserted-by":"publisher","first-page":"427","DOI":"10.1111\/rssa.12126","volume":"179","author":"N Tzavidis","year":"2016","unstructured":"Tzavidis, N., Salvati, N., Schmid, T., Flouri, E., Midouhas, E.: Longitudinal analysis of the strengths and difficulties questionnaire scores of the Millennium Cohort study children in England using M-quantile random-effects regression. J. R. Stat. Soc. A 179(2), 427\u2013452 (2016)","journal-title":"J. R. Stat. Soc. A"},{"key":"10396_CR36","doi-asserted-by":"crossref","unstructured":"Waltrup, L.S., Kauermann, G.: Smooth expectiles for panel data using penalized splines. Stat. Comput. 27, 271\u2013282 (2017)","DOI":"10.1007\/s11222-015-9621-2"},{"issue":"5","key":"10396_CR37","doi-asserted-by":"publisher","first-page":"433","DOI":"10.1177\/1471082X14561155","volume":"15","author":"LS Waltrup","year":"2015","unstructured":"Waltrup, L.S., Sobotka, F., Kneib, T., Kauermann, G.: Expectile and quantile regression - David and Goliath? Stat. Model. 15(5), 433\u2013456 (2015)","journal-title":"Stat. Model."},{"issue":"500","key":"10396_CR38","doi-asserted-by":"publisher","first-page":"1453","DOI":"10.1080\/01621459.2012.716382","volume":"107","author":"HJ Wang","year":"2012","unstructured":"Wang, H.J., Li, D., He, X.: Estimation of high conditional quantiles for heavy-tailed distributions. J. Am. Stat. Assoc. 107(500), 1453\u20131464 (2012)","journal-title":"J. Am. Stat. Assoc."},{"issue":"7","key":"10396_CR39","doi-asserted-by":"publisher","first-page":"523","DOI":"10.1080\/13504850600721882","volume":"15","author":"S-H Yoo","year":"2008","unstructured":"Yoo, S.-H.: High-technology exports and economic output: an empirical investigation. Appl. Econ. Lett. 15(7), 523\u2013525 (2008)","journal-title":"Appl. Econ. Lett."},{"issue":"2","key":"10396_CR40","doi-asserted-by":"publisher","first-page":"407","DOI":"10.1017\/S0266466613000352","volume":"30","author":"J You","year":"2014","unstructured":"You, J., Zhou, X.: Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models. Econ. Theory 30(2), 407\u2013435 (2014)","journal-title":"Econ. Theory"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-024-10396-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11222-024-10396-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-024-10396-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,25]],"date-time":"2024-05-25T11:08:23Z","timestamp":1716635303000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11222-024-10396-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,3,17]]},"references-count":40,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2024,6]]}},"alternative-id":["10396"],"URL":"https:\/\/doi.org\/10.1007\/s11222-024-10396-7","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,3,17]]},"assertion":[{"value":"17 March 2024","order":1,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare no conflicts of interest.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflicts of interest"}}],"article-number":"97"}}