This paper constructs estimators for panel data regression models with individual specific heterogeneity and two … portfolio choice. The idea behind the estimators can also be used in a cross sectional setting. -- Panel Data ; Censored …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

A panel data set covering 145 countries between 1960 and 2010 has been investigated closely by using models of …

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …