This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an …

cross-sectional data as well as for panel data regressions with random effects. Penalized splines are particularly … assessment for the whole estimated functions. In this paper, we consider fixed effects panel data models instead of random … analyze the dynamics of life satisfaction over the life span based on data from the German Socio-Economic Panel (SOEP). An …

This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects …. Departing from the classic binary response static panel data model, this paper examines identification in the binary response … dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional …