We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is … natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can … be grouped into a number of classes whose members all share the same regression function. We develop a statistical …

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …

-- Experiments -- Matching -- Instrumental Variables -- Regression Discontinuity Design -- Panel Data and fixed effects -- Difference …, matching, panel data, difference-in-differences, regression discontinuity design, instrumental variables and meta …John Snow and causal inference -- RStudio and R -- Regression and simulation -- Potential outcomes -- Causal graphs …

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 …

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 …

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …