A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

In this paper, we consider a partially linear panel data model with cross-sectional dependence and non …

This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct …

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 …

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 …

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 …

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 …

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these assumptions and …

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is …