context of linear regression models, penalised regression has become the de facto benchmark technique used to trade off … number of advantages over the penalised regression methods: It is based on statistical inference and is therefore easier to …

linear regression model for both the cases of exactly and highly collinear regressors. We show that in both cases the …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … new quantile regression estimator. Monte Carlo studies are carried out to study the small sample behavior of the proposed …

regression that only includes the regressor of interest. …

linear regression model for both the cases of exactly and highly collinear regressors. We show that in both cases the …

linear regression model for both the cases of exactly and highly collinear regressors. We show that in both cases the …