We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is …

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural … estimation with panel data illustrates the results. …

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