from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the … results show excellent estimation accuracy in terms of bias, mean squared error, and confidence interval coverage. Typically …)conditional quantile kernel estimation of multivariate data. With this in mind, we illustrate the proposed methodology with an application …

linear estimation and propose a bootstrap procedure for conducting inference. By employing monthly data from the Dutch …

This paper contributes to the productivity literature by using results from firm-level productivity studies to improve … forecasts of macro-level productivity growth. The paper employs current research methods on estimating firm-level productivity … to build times-series components that capture the joint dynamics of the firm-level productivity and size distributions …

variable, which makes the state space model become nonlinear and therefore its estimation by Kalman filtering and maximum …

this question empirically is to decompose the variance in firm-level profitability into firm, industry, location, and year … have examined the nature of differences in firm profitability. We conduct a meta-regression and variance decomposition …

clustered over time, suggesting the possibility that technology levels are converging locally. Estimation of spatial versions of …