model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic …

constrained estimation produces a quantitative model with both reasonable asset-pricing as well as business-cycle implications. …

Among a variety of small area estimation methods, one popular approach for the estimation of linear and non …-linear indicators is the empirical best predictor. However, parameter estimation using standard maximum likelihood methods is not … is often the case for income variables. Therefore, this work proposes an estimation method, which enables the estimation …