This paper introduces and analyses a setting with general heterogeneity in regression modelling. It shows that … regression models with fixed or time-varying parameters can be estimated by OLS or time-varying OLS methods, respectively, for a …. Their robustness, generality and ease of use make them ideal for applied work. The paper includes a brief empirical …

into the data set containing the independent variable. We show that commonly employed regression or matching …

This paper explores a semiparametric version of a time-varying regression, where a subset of the regressors have a … properties of the estimates and standard errors in extended for heterogeneity regression space. In particular, we show that the … estimator of the fixed regression coefficient preserves the parametric rate of convergence, and that, despite of general …

robust to misspecification. In contrast, simple Poisson regression provides consistent parameter estimates even in the …. -- excess zeros ; Poisson ; overdispersion ; Negative Binomial regression …