Small area estimation for panel data

Small area estimation based on M-quantile regression has recently been introduced by [2] and it has proved to provide a valid alternative to traditional methods. Thus far, this method has only been applied to cross-sectional data. However, it is well known that the use of panel data may provide significant gains in terms of efficiency of the estimators. This paper explores possible extensions of M-quantile based small area estimators to the panel data context. An application of the methodology to the Kauffman Firm Survey data is envisaged.