This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …

I propose a new conceptual framework to disentangle the impacts of weather and climate on economic activity and growth …: A stochastic frontier model with climate in the production frontier and weather shocks as a source of inefficiency. I … variability. The climate effect is larger that the weather effect …

There is limited public discourse and understanding about the history and science of weather and climate intervention …, climate-related geoengineering is steadily gaining support as a means of combatting rising global temperatures. With climate … climate intervention with the aim of answering the question: Why aren’t more economists interested in evaluating weather and …

We develop a programming algorithm that predicts a balanced-panel mix-adjusted house price index for arbitrary spatial … sparse. To illustrate the functionality, we generate a panel of German property prices and rents that is unprecedented in its …