-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel … are applied. The results indicate fairly well that milk consumption increases both the mortality rate of prostate cancer … as well as the mortality rate of ovarian cancer. The estimated effects are also important in quantitative terms, i.e., a …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of … factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true … in the estimation, as long as this number is not underestimated. The important practical implication of this result is …

This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …