the perspective of economic theory as well as from the perspective of the historical experiences of the countries under … model specification. Model uncertainty consists of two types: theory uncertainty, which relates to which growth determinants … draws from the same statistical model. We propose ways to account for both theory and heterogeneity uncertainty. Finally …

variety of dynamic processes for updating the quantile and use regression quantile estimation to determine the parameters of …

The regression discontinuity (RD) data design is a quasi-experimental design with the defining characteristic that the … offer an interpretation of the IV or so-called Wald estimator as a regression discontinuity estimator. We propose … nonparametric estimators of treatment effects and present their asymptotic distribution theory. Then we apply the estimation method …

When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression … substantially from the standard regression setting. Bayesian posterior distributions for the regression parameters are obtained …

of these is the large and growing literature on precautionary saving that examines how consumption growth and saving … expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the … (and the coefficient of relative risk aversion) from regressions of consumption growth on uncertainty in consumption growth …

school education, the public sector wage premium increased. We present both least squares and quantile regression estimates …

shift-share instrumental variable (SSIV) regression coefficients are equivalently obtained from a transformed regression …