This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

This paper considers the adaptability of estimation methods for binary response panel data models to multiple fixed …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

We study the undeclared work patterns of Hungarian employees in relatively stable jobs, using a panel dataset that … for 2001-2006. We estimate the determinants of undeclared work using Heckman-type random-effects panel probit models, and …

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …