@data{jae.2022327.0712392835, author = {Harding, Matthew and Lamarche, Carlos and Pesaran, M. Hashem}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {common-correlated-effects-estimation-of-heterogeneous-dynamic-panel-quantile-regression-models}, year = {2020}, version = {1}, url = {https://journaldata.zbw.eu/dataset/common-correlated-effects-estimation-of-heterogeneous-dynamic-panel-quantile-regression-models}, doi = "10.15456/jae.2022327.0712392835" }