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Nonparametric estimation of the density of a change-point
Carrasco, Marine; Peltier, Hugo - 2024
Persistent link: https://www.econbiz.de/10014478827
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Root-n consistent semiparametric estimators of a dynamic panel-sample-selection model
Gayle, George-Levi (contributor);  … - 2006 - Rev.
Persistent link: https://www.econbiz.de/10003732642
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007
Persistent link: https://www.econbiz.de/10003644198
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or …
Persistent link: https://www.econbiz.de/10011372978
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Estimating alternative technology sets in nonparametric efficiency analysis : restriction tests for panel and clustered data
Neumann, Anne; Nieswand, Maria; Schubert, Torben - 2013
estimation based on these tests practically unfeasible. This small-sample problem could often be avoided with the use of panel … data, which would in any case require an extension of the cross-section restriction tests to handle panel data. In this …
Persistent link: https://www.econbiz.de/10009724825
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Bank characteristics and the interbank money market : a distributional approach
Olmo, Jose; Iori, Giulia; Kapar, Burcu - 2014
Persistent link: https://www.econbiz.de/10010362465
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Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel; Lei, Jinghua - 2013
Persistent link: https://www.econbiz.de/10010228796
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Penalized quantile regression with semiparametric correlated effects : applications with heterogeneous preferences
Harding, Matthew C.; Lamarche, Carlos - 2013
This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …
Persistent link: https://www.econbiz.de/10010238040
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Nonparametric estimation of demand elasticities using panel data
Hoderlein, Stefan; Shum, Matthew - 2014
Persistent link: https://www.econbiz.de/10011508477
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Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza; Griffiths, William E. - 2016
Persistent link: https://www.econbiz.de/10011521961