. Our so-called interquantile expectation regression (IQER) estimator is based on the GMM framework. We derive consistency …

In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …

We demonstrate that regression models can be estimated by working independently in a row-wise fashion. We document a … understanding the mechanics of many common regression models. These procedures can be used to speed up the computation of estimates … computed via OLS, IV, Ridge regression, LASSO, Elastic Net, and Non-linear models including probit and logit, with all common …