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 maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

across equations and AR(1) of the remainder disturbances for panel data with endogenous unobserved effects. Additionally, the … set-up allows for unequally spaced panel data and differences in the autocorrelation parameters across equations. The …

, organized in a panel data structure. In this paper, we investigate the consequences of applying such methodologies when the data …

outcomes directly. In this paper we propose two alternative Bayesian treatment modeling and inferential frameworks for panel … to the labor market. The frameworks differ in their modeling of the endogeneity of the treatment and the panel structure …

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

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

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …