regression as a flexible tool to model the relationships between outcomes, covariates, and heterogeneity. We develop an iterative … simulation-based approach for estimation, which exploits the computational simplicity of ordinary quantile regression in each …

the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to …, Blundell and Bonhomme (2017). Our focus is on the estimation of consumption responses to persistent nonlinear income shocks in …

autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the … sample bias. An application to panel production function data for the US is provided and confirms these theoretical and …