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Model selection in spatial autoregressive models with varying coefficients

Wei, Hongjie; Sun, Yan; Hu, Meidi - In: Frontiers of economics in China : selected publications … 13 (2018) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10011978990

Estimation of panel data regression models with two-sided censoring or truncation

Alan, Sule; Honoré, Bo E.; Hu, Luojia; Leth-Petersen, … - 2011

This paper constructs estimators for panel data regression models with individual specific heterogeneity and two …

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Prediction using panel data regression with spatial random effects

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Factor instrumental variable quantile regression

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Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log-earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is...

Persistent link: https://www.econbiz.de/10011336956