Showing 1 - 10 of 5,062
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 …
Persistent link: https://www.econbiz.de/10009581319
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of …
Persistent link: https://www.econbiz.de/10010392909
In this paper we study the least sqares (LS) estimator in a linear panel regression model with interactive fixed …
Persistent link: https://www.econbiz.de/10010188247
(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …
Persistent link: https://www.econbiz.de/10014149909
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of …
Persistent link: https://www.econbiz.de/10013030887
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …
Persistent link: https://www.econbiz.de/10012264228
An interaction in a fixed effects (FE) regression is usually specified by demeaning the product term. However, this strategy does not yield a genuine within estimator. Instead, an estimator is produced that reflects unit-level differences of interacted variables whose moderators vary within...
Persistent link: https://www.econbiz.de/10011880691
Identification of equations explaining a continuous variable, e.g., the length of sickness absence spells, by age, cohort and time (ACT), subject to their definitional identity is reconsidered. Various extensions of a linear equation to polynomials are explored. If no interactions between the...
Persistent link: https://www.econbiz.de/10009757087
This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …
Persistent link: https://www.econbiz.de/10010238040