. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005 …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005 …

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is … natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can … be grouped into a number of classes whose members all share the same regression function. We develop a statistical …

volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the …