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's terms of trade. The analysis uses both discrete and smooth-switching techniques for estimating disequilibrium models. The …
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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; Section 2.6). We show that panel data allows the...
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This paper considers the public and private sector wage earners in Egypt and examines their wage distribution during 1998-2012 using Egyptian Labor Market Panel Survey. We estimate the publicprivate sector wage gap with Mincer wage equations both at the mean and at different quantiles of the...
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This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …
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This thesis covers the further development of smooth transition regression models and their applications in finance …. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications …. Usually, smooth transition regression models are used with univariate transition functions, that is, a single transition …
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