Our paper, Alternative fixed-effects panel model using weighted asymmetric least squares regression, with Amadou and Karim, is now published by Statistical Methods & Applications. A fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to account for heteroscedasticity. In this paper, we adapt the asymmetric least squares (expectile) regression to the fixed-effects panel model and propose a new model: expectile regression with fixed effects (ERFE). The ERFE model applies the within transformation strategy to solve the incidental parameter …