of group-level unobservables, standard quantile regression techniques are inconsistent in our setting even if the …, consisting of group-by-group quantile regression followed by two-stage least squares. Using the Bahadur representation of …

restriction underlying the IV method generalizes the pass-through regression, and cost pass-through differences are the economic …

, residing in homogeneous geographic areas, to different formal institutions. Using both a matching-type and a spatial regression … discontinuity approach we show that differences in countrywide institutional structures across the national border do not explain …

paper considers the properties of the logistic regression of the <i>N</i> × <i>M</i> array of "i-buys-j" purchase decisions … normality of the logistic regression coefficients is shown using a martingale central limit theorem (CLT) for triangular arrays … behavior of logistic regression with rare events and iid data. Sparse network asymptotics may lead to better inference in …

Portfolio performance measures using holdings data are panel regressions. The returns of a fund's stocks are regressed …

. Our analysis quantifies the impact of these various economic policies on COVID-19 infection and death rates using panel … regression techniques to control for a variety of potential confounders. We find that policies that limit evictions are found to …

This paper describes and applies econometric strategies for estimating regression models of economic share data … on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology … proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

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 …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the …