Similar Search Results - EconBiz

Functional differencing

Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1337-1385

Persistent link: https://www.econbiz.de/10009629528

Nonlinear panel data estimation via quantile regression

Arellano, Manuel; Bonhomme, Stéphane - 2015

Persistent link: https://www.econbiz.de/10011408310

Nonlinear panel data estimation via quantile regressions

Arellano, Manuel; Bonhomme, Stéphane - 2015 - First draft: February 2013, This draft: July 2015

We introduce a class of quantile regression estimators for short panels. Our framework covers static and dynamic autoregressive models, models with general predetermined regressors, and models with multiple individual effects. We use quantile regression as a flexible tool to model the...

Persistent link: https://www.econbiz.de/10011295600

Nonlinear panel data analysis

Arellano, Manuel; Bonhomme, Stéphane - In: Annual review of economics 3 (2011), pp. 395-424

Persistent link: https://www.econbiz.de/10009354881

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellano, Manuel; Bonhomme, Stéphane - 2016

Persistent link: https://www.econbiz.de/10011654575

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellano, Manuel; Bonhomme, Stéphane - 2017

Persistent link: https://www.econbiz.de/10011654731

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellano, Manuel; Bonhomme, Stéphane - In: Annual review of economics 9 (2017), pp. 471-496

Persistent link: https://www.econbiz.de/10011911396

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734

Persistent link: https://www.econbiz.de/10011778768

Nonlinear panel data estimation via quantile regressions

Arellano, Manuel; Bonhomme, Stéphane - In: The econometrics journal 19 (2016) 3, pp. 61-94

Persistent link: https://www.econbiz.de/10011712266

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023

Persistent link: https://www.econbiz.de/10014383853

A service of the