The paper analyses the effect of fixed-term contracts on the probability of finding a permanent job in the Italian labour market. I estimate a continuous proportional hazard model with nonparametric smoothing splines for time varying continuous covariates. It will be shown that such a method...

This paper studies estimation of a partially specified spatial dynamic panel data regression with fixed-effects. Under the assumption of strictly exogenous regressors and strictly exogenous spatial weighting matrix, the model is estimated by 2SLS method aided by the sieve method and through the...

We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of some coefficients may be functions of informative covariates. Estimation of both parametric and nonparametric functional coefficients are proposed. In particular, we propose a...

We propose a new methodology for estimating semiparametric panel data models, with a primary focus on the nonparametric component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal integration. We extend our methodology to treat...