IDEAS home Printed from https://ideas.repec.org/e/c/pfe104.html
   My authors  Follow this author

Ivan Fernandez-Val

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis & Peracchi, Franco, 2022. "Selection and the Distribution of Female Hourly Wages in the U.S," IZA Discussion Papers 15028, Institute of Labor Economics (IZA).

    Cited by:

    1. Tromp, Nikolas, 2019. "The narrowing gender wage gap in South Korea," Journal of the Japanese and International Economies, Elsevier, vol. 53(C), pages 1-1.

  2. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2021. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP10/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    2. Anish Agarwal & Vasilis Syrgkanis, 2022. "Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime," Papers 2210.11003, arXiv.org.
    3. Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu, 2023. "Adaptive Principal Component Regression with Applications to Panel Data," Papers 2307.01357, arXiv.org, revised Oct 2023.
    4. Anish Agarwal & Munther Dahleh & Devavrat Shah & Dennis Shen, 2021. "Causal Matrix Completion," Papers 2109.15154, arXiv.org.
    5. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Hugo Freeman, 2022. "Multidimensional Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2023.

  3. Ivan Fernandez-Val & Franco Peracchi & Francis Vella & Aico van Vuuren, 2019. "Decomposing Changes in the Distribution of Real Hourly Wages in the U.S," CeMMAP working papers CWP61/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Bernd Fitzenberger & Jakob Lazzer, 2022. "Changing selection into full-time work and its effect on wage inequality in Germany," Empirical Economics, Springer, vol. 62(1), pages 247-277, January.

  4. Shuowen Chen & Victor Chernozhukov & Ivan Fernandez-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," CeMMAP working papers CWP33/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2023. "A Local Projections Approach to Difference-in-Differences Event Studies," Working Paper Series 2023-12, Federal Reserve Bank of San Francisco.
    2. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org.
    3. Emanuele Amodio & Michele Battisti & Antonio Francesco Gravina & Andrea Mario Lavezzi & Giuseppe Maggio, 2023. "School‐age vaccination, school openings and Covid‐19 diffusion," Health Economics, John Wiley & Sons, Ltd., vol. 32(5), pages 1084-1100, May.
    4. Hryshko, Dmytro & Manovskii, Iourii, 2022. "How much consumption insurance in the U.S.?," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 17-33.
    5. Mountford, Andrew, 2022. "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper 114249, University Library of Munich, Germany.
    6. Andrew Chia, 2021. "Automatically Differentiable Random Coefficient Logistic Demand Estimation," Papers 2106.04636, arXiv.org.
    7. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2020. "Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S," CeMMAP working papers CWP24/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Christoph Doerffel & Peter Draper & Andreas Freytag & Sebastian Schuhmann, 2021. "Drivers of Inclusive Development: An Empirical Investigation," Jena Economics Research Papers 2021-015, Friedrich-Schiller-University Jena.
    9. Ihsaan Bassier & Arindrajit Dube & Suresh Naidu, 2020. "Monopsony in Movers: The Elasticity of Labor Supply to Firm Wage Policies," NBER Working Papers 27755, National Bureau of Economic Research, Inc.

  5. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018. "Decomposing Real Wage Changes in the United States," IZA Discussion Papers 12044, Institute of Labor Economics (IZA).

    Cited by:

    1. Sungwon Lee, 2020. "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    2. Tromp, Nikolas, 2019. "The narrowing gender wage gap in South Korea," Journal of the Japanese and International Economies, Elsevier, vol. 53(C), pages 1-1.

  6. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    2. Alvarado, Rafael & Cuesta, Lizeth & Kumar, Pavan & Rehman, Abdul & Murshed, Muntasir & Işık, Cem & Vega, Nora & Ochoa-Moreno, Santiago & Tillaguango, Brayan, 2022. "Impact of natural resources on economic progress: Evidence for trading blocs in Latin America using non-linear econometric methods," Resources Policy, Elsevier, vol. 79(C).
    3. Neary, Peter & Carrère, Céline & Mrázová, Monika, 2020. "Gravity without Apologies: The Science of Elasticities, Distance, and Trade," CEPR Discussion Papers 14473, C.E.P.R. Discussion Papers.
    4. Peter Neary & Céline Carrère & Monika Mrázová, 2020. "Gravity without Apology: The Science of Elasticities, Distance, and Trade," Economics Series Working Papers 904, University of Oxford, Department of Economics.
    5. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
    6. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
    7. Maike Hohberg & Peter Pütz & Thomas Kneib, 2020. "Treatment effects beyond the mean using distributional regression: Methods and guidance," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-29, February.
    8. Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023. "Bivariate distribution regression with application to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
    9. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.
    10. Nathan Kallus & Miruna Oprescu, 2022. "Robust and Agnostic Learning of Conditional Distributional Treatment Effects," Papers 2205.11486, arXiv.org, revised Feb 2023.

  7. Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics 716, University of Gothenburg, Department of Economics.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Westphal, Matthias & Kamhöfer, Daniel A. & Schmitz, Hendrik, 2020. "Marginal College Wage Premiums under Selection into Employment," IZA Discussion Papers 13382, Institute of Labor Economics (IZA).
    3. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    4. Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
    5. Biewen, Martin & Fitzenberger, Bernd & Seckler, Matthias, 2020. "Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap," Labour Economics, Elsevier, vol. 67(C).

  8. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2018. "Distribution regression with sample selection, with an application to wage decompositions in the UK," CeMMAP working papers CWP68/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Wunsch, Conny & Strittmatter, Anthony, 2021. "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," CEPR Discussion Papers 15840, C.E.P.R. Discussion Papers.
    2. Miguel A Delgado & Andrés García-Suaza & Pedro H C Sant’Anna, 2022. "Distribution regression in duration analysis: an application to unemployment spells [Lecture notes in statistics: Proceedings]," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 675-698.
    3. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
    4. Dominik Wied, 2022. "Semiparametric Distribution Regression with Instruments and Monotonicity," Papers 2212.03704, arXiv.org.

  9. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván Fernández-Val, 2018. "Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," NBER Working Papers 24678, National Bureau of Economic Research, Inc.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Nicolaj N. Mühlbach, 2020. "Tree-based Synthetic Control Methods: Consequences of moving the US Embassy," CREATES Research Papers 2020-04, Department of Economics and Business Economics, Aarhus University.
    3. Abhijit Banerjee & Esther Duflo & Amy Finkelstein & Lawrence F. Katz & Benjamin A. Olken & Anja Sautmann, 2020. "In Praise of Moderation: Suggestions for the Scope and Use of Pre-Analysis Plans for RCTs in Economics," NBER Working Papers 26993, National Bureau of Economic Research, Inc.
    4. De Neve, Jan-Emmanuel & Imbert, Clement & Spinnewijn, Johannes & Tsankova, Teodora & Luts, Maarten, 2020. "How to Improve Tax Compliance? Evidence from Population-wide Experiments in Belgium," CAGE Online Working Paper Series 458, Competitive Advantage in the Global Economy (CAGE).
    5. Briole, Simon & Gurgand, Marc & Maurin, Eric & McNally, Sandra & Ruiz-Valenzuela, Jenifer & Santín, Daniel, 2022. "The Making of Civic Virtues: A School-Based Experiment in Three Countries," IZA Discussion Papers 15141, Institute of Labor Economics (IZA).
    6. Daniel Jacob, 2021. "CATE meets ML," Digital Finance, Springer, vol. 3(2), pages 99-148, June.
    7. M. Adam & O. Bonnet & E. Fize & T. Loisel & M. Rault & L. Wilner, 2023. "How does fuel demand respond to price changes? Quasi-experimental evidence based on high-frequency data," Documents de Travail de l'Insee - INSEE Working Papers 2023-17, Institut National de la Statistique et des Etudes Economiques.
    8. Dar, Manzoor H. & de Janvry, Alain & Emerick, Kyle & Kelley, Erin M. & Sadoulet, Elisabeth, 2019. "Endogenous Information Sharing and the Gains from Using Network Information to Maximize Technology Adoption," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8qx7m4zq, Department of Agricultural & Resource Economics, UC Berkeley.
    9. Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
    10. Abhijit Banerjee & Emily Breza & Esther Duflo & Cynthia Kinnan, 2019. "Can Microfinance Unlock a Poverty Trap for Some Entrepreneurs?," Discussion Papers Series, Department of Economics, Tufts University 0832, Department of Economics, Tufts University.
    11. Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2024. "Flexible Analysis of Individual Heterogeneity in Event Studies: Application to the Child Penalty," Papers 2403.19563, arXiv.org.
    12. Sandrine Mesplé-Somps & Björn Nilsson, 2021. "Role models and migration intentions," Working Papers hal-03105639, HAL.
    13. Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Suhas Vijaykunar & Shan Wan, 2023. "Hedonic prices and quality adjusted price indices powered by AI," CeMMAP working papers 08/23, Institute for Fiscal Studies.
    14. Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," CESifo Working Paper Series 10572, CESifo.
    15. Gallego, Francisco A. & Malamud, Ofer & Pop-Eleches, Cristian, 2020. "Parental monitoring and children's internet use: The role of information, control, and cues," Journal of Public Economics, Elsevier, vol. 188(C).
    16. Susan Athey & Katy Ann Bergstrom & Vitor Hadad & Julian C. Jamison & Berk Özler & Luca Parisotto & Julius Dohbit Sama, 2021. "Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?," Discussion Papers 2105, University of Exeter, Department of Economics.
    17. Jonas Hjort & Vinayak Iyer & Golvine De Rochambeau, 2020. "Informational Barriers to Market Access: Experimental Evidence from Liberian Firms," Sciences Po Economics Discussion Papers 2020-09, Sciences Po Departement of Economics.
    18. Elek, Péter & Bíró, Anikó, 2021. "Regional differences in diabetes across Europe – regression and causal forest analyses," Economics & Human Biology, Elsevier, vol. 40(C).
    19. Simon Briole & Augustin Colette & Emmanuelle Lavaine, 2023. "The Heterogeneous Effects of Lockdown Policies on Air Pollution," CEE-M Working Papers hal-04084912, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
    20. Robin Gubela & Artem Bequé & Stefan Lessmann & Fabian Gebert, 2019. "Conversion Uplift in E-Commerce: A Systematic Benchmark of Modeling Strategies," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 747-791, May.
    21. Petru Crudu, 2023. "Long-term effects of early adverse labour market conditions: A Causal Machine Learning approach," Working Papers 2023:21, Department of Economics, University of Venice "Ca' Foscari".
    22. Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jan 2024.
    23. Keshav Agrawal & Susan Athey & Ayush Kanodia & Emil Palikot, 2022. "Personalized Recommendations in EdTech: Evidence from a Randomized Controlled Trial," Papers 2208.13940, arXiv.org, revised Dec 2022.
    24. Axenbeck, Janna & Berner, Anne & Kneib, Thomas, 2022. "What drives the relationship between digitalization and industrial energy demand? Exploring firm-level heterogeneity," ZEW Discussion Papers 22-059, ZEW - Leibniz Centre for European Economic Research.
    25. Pedro Forquesato, 2022. "Who Benefits from Political Connections in Brazilian Municipalities," Papers 2204.09450, arXiv.org.
    26. Conner Mullally & Mayra Rivas & Travis McArthur, 2021. "Using Machine Learning to Estimate the Heterogeneous Effects of Livestock Transfers," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1058-1081, May.
    27. Benjamin A. Olken, 2020. "Banerjee, Duflo, Kremer, and the Rise of Modern Development Economics," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(3), pages 853-878, July.
    28. Aparajithan Venkateswaran & Anirudh Sankar & Arun G. Chandrasekhar & Tyler H. McCormick, 2024. "Robustly estimating heterogeneity in factorial data using Rashomon Partitions," Papers 2404.02141, arXiv.org.
    29. Jeffrey G. Shrader & Laura Bakkensen & Derek Lemoine, 2023. "Fatal Errors: The Mortality Value of Accurate Weather Forecasts," Working Papers 23-30, Center for Economic Studies, U.S. Census Bureau.
    30. Strittmatter, Anthony, 2019. "What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203499, Verein für Socialpolitik / German Economic Association.
    31. Muller, Seán M., 2020. "The implications of a fundamental contradiction in advocating randomized trials for policy," World Development, Elsevier, vol. 127(C).
    32. Julia Hatamyar & Noemi Kreif, 2023. "Policy Learning with Rare Outcomes," Papers 2302.05260, arXiv.org, revised Oct 2023.
    33. Martin Kroczek & Philipp Kugler, 2022. "Heterogeneous Effects of Monetary and Non-Monetary Job Characteristics on Job Attractiveness in Nursing," IAW Discussion Papers 139, Institut für Angewandte Wirtschaftsforschung (IAW).
    34. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    35. Mullally, Conner & Rivas, Mayra & McArthur, Travis, 2019. "Livestock Transfers Can Improve Child Health: Evidence from a Randomized Phase-In Design in Guatemala," SocArXiv c6zg5, Center for Open Science.
    36. A. Stefano Caria & Grant Gordon & Maximilian Kasy & Simon Quinn & Soha Shami & Alexander Teytelboym, 2020. "An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan," CSAE Working Paper Series 2020-20, Centre for the Study of African Economies, University of Oxford.
    37. Kroczek, Martin & Kugler, Philipp, 2022. "Heterogeneous Effects of Monetary and Non-Monetary Job Characteristics on Job Attractiveness in Nursing," VfS Annual Conference 2022 (Basel): Big Data in Economics 264108, Verein für Socialpolitik / German Economic Association.
    38. Markus Eyting, 2020. "A Random Forest a Day Keeps the Doctor Away," Working Papers 2026, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    39. Jeffrey Smith, 2022. "Treatment Effect Heterogeneity," Evaluation Review, , vol. 46(5), pages 652-677, October.
    40. David M. Ritzwoller & Joseph P. Romano, 2023. "Reproducible Aggregation of Sample-Split Statistics," Papers 2311.14204, arXiv.org, revised Dec 2023.
    41. Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen, 2023. "A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health," Papers 2308.04963, arXiv.org.
    42. Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
    43. Mark Kattenberg & Bas Scheer & Jurre Thiel, 2023. "Causal forests with fixed effects for treatment effect heterogeneity in difference-in-differences," CPB Discussion Paper 452, CPB Netherlands Bureau for Economic Policy Analysis.
    44. Petru Crudu & Giacomo Pasini, 2023. "The Health Burden of Job Strain: Evidence from Europe," Working Papers 2023:19, Department of Economics, University of Venice "Ca' Foscari".
    45. Chaisemartin, Clement de & Navarrete, Nicolas, 2019. "The direct and spillover effects of a mental health program for disruptive students," CAGE Online Working Paper Series 401, Competitive Advantage in the Global Economy (CAGE).
    46. Taiyo Fukai & Hidehiko Ichimura & Keisuke Kawata, 2021. "Describing the impacts of COVID-19 on the labor market in Japan until June 2020," The Japanese Economic Review, Springer, vol. 72(3), pages 439-470, July.
    47. Maria Nareklishvili & Nicholas Polson & Vadim Sokolov, 2022. "Feature Selection for Personalized Policy Analysis," Papers 2301.00251, arXiv.org, revised Jul 2023.
    48. Lily Davies & Mark Kattenberg & Benedikt Vogt, 2023. "Predicting Firm Exits with Machine Learning: Implications for Selection into COVID-19 Support and Productivity Growth," CPB Discussion Paper 444, CPB Netherlands Bureau for Economic Policy Analysis.
    49. Dorothee Weiffen & Ghassan Baliki & Tilman Brück, 2022. "Violent conflict moderates food security impacts of agricultural asset transfers in Syria: A heterogeneity analysis using machine learning," HiCN Working Papers 381, Households in Conflict Network.
    50. Kyle Myers & Wei Yang Tham, 2023. "Money, Time, and Grant Design," Papers 2312.06479, arXiv.org.

  10. Victor Chernozhukov & Iván Fernández-Val & Sukjin Han & Amanda Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," NBER Working Papers 24232, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kim, Young-Joo & Daly, Vincent, 2019. "The Education Gradient in Health: The Case of Obesity in the UK and US," Economics Discussion Papers 2019-4, School of Economics, Kingston University London.
    2. L. Benfratello & A. Bottasso & C. Piccardo, 2022. "R&D and export performance: exploring heterogeneity along the export intensity distribution," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(2), pages 189-232, June.
    3. Männasoo, Kadri, 2022. "Working hours and gender wage differentials: Evidence from the American Working Conditions Survey," Labour Economics, Elsevier, vol. 76(C).
    4. Heboyan, Vahé & Hovhannisyan, Vardges & Bakhtavoryan, Rafael, 2023. "A Comprehensive Analysis of Tobacco Control Policies within a Smoothed Instrumental Variables Quantile Regression Framework," 2023 Annual Meeting, July 23-25, Washington D.C. 335614, Agricultural and Applied Economics Association.
    5. David M. Kaplan, 2020. "sivqr: Smoothed IV quantile regression," Working Papers 2009, Department of Economics, University of Missouri.
    6. Sanna Nivakoski, 2020. "Wealth and the effect of subjective survival probability," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 633-670, April.
    7. Abe Dunn, 2014. "Health Insurance and the Demand for Medical Care: Instrumental Variable Estimates Using Health Insurer Claims Data," BEA Working Papers 0107, Bureau of Economic Analysis.
    8. Sugimoto, Kota, 2021. "Ownership versus legal unbundling of electricity transmission network: Evidence from renewable energy investment in Germany," Energy Economics, Elsevier, vol. 99(C).

  11. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions," IZA Discussion Papers 11294, Institute of Labor Economics (IZA).

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Westphal, Matthias & Kamhöfer, Daniel A. & Schmitz, Hendrik, 2020. "Marginal College Wage Premiums under Selection into Employment," IZA Discussion Papers 13382, Institute of Labor Economics (IZA).
    3. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    4. Biewen, Martin & Fitzenberger, Bernd & Seckler, Matthias, 2020. "Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap," Labour Economics, Elsevier, vol. 67(C).

  12. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    2. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
    3. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
    4. Wang, Ao, 2020. "Identifying the Distribution of Random Coefficients in BLP Demand Models Using One Single Variation in Product Characteristics," The Warwick Economics Research Paper Series (TWERPS) 1304, University of Warwick, Department of Economics.

  13. Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
    3. Yafei Wang & Zihan Zhao & Ming Xu & Zhixiong Tan & Jingwei Han & Lichen Zhang & Siying Chen, 2023. "Agriculture–Tourism Integration’s Impact on Agricultural Green Productivity in China," Agriculture, MDPI, vol. 13(10), pages 1-22, October.
    4. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org.
    5. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
    6. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
    7. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    8. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
    9. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, Institute of Labor Economics (IZA).
    10. Yuki Takara & Shingo Takagi, 2023. "An empirical approach to measure unobserved cultural relations using music trade data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 205-245, June.
    11. Bonaccolto-Töpfer, Marina & Castagnetti, Carolina & Prümer, Stephanie, 2022. "Understanding the public-private sector wage gap in Germany: New evidence from a Fixed Effects quantile Approach∗," Economic Modelling, Elsevier, vol. 116(C).
    12. Matthieu Crozet & Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "Worth the pain? Firms’ exporting behaviour to countries under sanctions," Post-Print hal-04150309, HAL.
    13. Jochmans, K., 2019. "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics 1958, Faculty of Economics, University of Cambridge.
    14. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers 1808.01398, arXiv.org, revised Jul 2021.
    15. Czarnowske, Daniel & Stammann, Amrei, 2022. "Latent unbalancedness in three-way gravity models," Economics Letters, Elsevier, vol. 220(C).
    16. Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    18. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
    19. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    20. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
    21. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2024. "A Fresh Assessment of the Depth of the “Euro Effect" on US FDI," Single Market Economics Papers WP2024/18, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
    22. Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
    23. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    24. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Mar 2024.
    25. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    26. Zhang, Huiming & Huang, Jiying & Wu, Kai & Wang, Shouyang & Nygaard, Christian & Qiu, Yueming, 2022. "Do political connections affect corporate poverty alleviation decisions? Evidence from China," China Economic Review, Elsevier, vol. 73(C).
    27. Okafor, Luke & Yan, Eric, 2022. "Covid-19 vaccines, rules, deaths, and tourism recovery," Annals of Tourism Research, Elsevier, vol. 95(C).
    28. Hatem Altaee, 2018. "Trade Openness and Economic Growth in the GCC Countries: A Panel Data Analysis Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 11(3), pages 57-64, December.
    29. Iparraguirre José & Carena Bruno & Stratta Nicolás, 2023. "Trabajadores a tiempo completo en situación de pobreza en Argentina," Asociación Argentina de Economía Política: Working Papers 4661, Asociación Argentina de Economía Política.
    30. Magnac, Thierry & Roux, Sébastien, 2021. "Heterogeneity and wage inequalities over the life cycle," European Economic Review, Elsevier, vol. 134(C).
    31. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased inference for dynamic nonlinear models with two-way fixed effects," Papers 2305.03134, arXiv.org, revised Oct 2023.
    32. Birzhan Batkeyev & David R. DeRemer, 2022. "Mountains of Evidence: The Effects of Abnormal Air Pollution on Crime," Working Papers 2022/04, Nazarbayev University, Graduate School of Business.
    33. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2022. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," CEPR Discussion Papers 16999, C.E.P.R. Discussion Papers.
    34. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model," Working Papers 2007, Department of Applied Economics II, Universidad de Valencia.
    35. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    36. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2021. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model Averaging," Japan and the World Economy, Elsevier, vol. 57(C).
    37. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  14. Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers CWP61/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Knaus, Michael C., 2020. "Double Machine Learning Based Program Evaluation under Unconfoundedness," IZA Discussion Papers 13051, Institute of Labor Economics (IZA).
    2. Alex Armand & Britta Augsburg & Antonella Bancalari, 2021. "Coordination and the poor maintenance trap: an experiment on public infrastructure in India," IFS Working Papers W21/16, Institute for Fiscal Studies.
    3. Vira Semenova, 2020. "Generalized Lee Bounds," Papers 2008.12720, arXiv.org, revised Feb 2023.
    4. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
    5. Paul B. Ellickson & Wreetabrata Kar & James C. Reeder, 2023. "Estimating Marketing Component Effects: Double Machine Learning from Targeted Digital Promotions," Marketing Science, INFORMS, vol. 42(4), pages 704-728, July.
    6. Daniel J. Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," Staff Reports 902, Federal Reserve Bank of New York.
    7. Stephen Coussens & Jann Spiess, 2021. "Improving Inference from Simple Instruments through Compliance Estimation," Papers 2108.03726, arXiv.org.
    8. O'Neill, E. & Weeks, M., 2018. "Causal Tree Estimation of Heterogeneous Household Response to Time-Of-Use Electricity Pricing Schemes," Cambridge Working Papers in Economics 1865, Faculty of Economics, University of Cambridge.
    9. Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.

  15. Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2017. "Quantreg.nonpar: an R package for performing nonparametric series quantile regression," CeMMAP working papers CWP29/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    2. Clarke, Damian & Llorca-Jaña, Manuel & Pailañir, Daniel, 2021. "The Use of Quantile Methods in Economic History," IZA Discussion Papers 14659, Institute of Labor Economics (IZA).
    3. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.

  16. Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji, 2017. "Extremal quantile regression: an overview," CeMMAP working papers CWP65/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Matthew A Masten & Alexandre Poirier, 2023. "Choosing exogeneity assumptions in potential outcome models," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 327-349.
    3. D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2018. "Extremal quantile regressions for selection models and the black–white wage gap," Journal of Econometrics, Elsevier, vol. 203(1), pages 129-142.
    4. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
    5. Yuya Sasaki & Yulong Wang, 2022. "Fixed-k Inference for Conditional Extremal Quantiles," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
    6. Xavier D’Haultfoeuille & Arnaud Maurel & Xiaoyun Qiu & Yichong Zhang, 2020. "Estimating selection models without an instrument with Stata," Stata Journal, StataCorp LP, vol. 20(2), pages 297-308, June.
    7. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
    8. Marian Vavra, 2023. "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers WP 3/2023, Research Department, National Bank of Slovakia.
    9. Matthias Fischer & Daniel Kraus & Marius Pfeuffer & Claudia Czado, 2017. "Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression," Risks, MDPI, vol. 5(3), pages 1-13, July.

  17. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017. "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers 1712.04802, arXiv.org, revised Oct 2023.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Christiansen, T. & Weeks, M., 2020. "Distributional Aspects of Microcredit Expansions," Cambridge Working Papers in Economics 20100, Faculty of Economics, University of Cambridge.
    3. Michael Vlassopoulos & Abu Siddique & Tabassum Rahman & Debayan Pakrashi & Asad Islam & Firoz Ahmed, 2024. "Improving Women's Mental Health during a Pandemic," American Economic Journal: Applied Economics, American Economic Association, vol. 16(2), pages 422-455, April.
    4. Dar, Manzoor H. & de Janvry, Alain & Emerick, Kyle & Kelley, Erin M. & Sadoulet, Elisabeth, 2019. "Endogenous Information Sharing and the Gains from Using Network Information to Maximize Technology Adoption," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8qx7m4zq, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Alejandro Sanchez-Becerra, 2023. "Robust inference for the treatment effect variance in experiments using machine learning," Papers 2306.03363, arXiv.org.
    6. Kayo MURAKAMI & Hideki SHIMADA & Yoshiaki USHIFUSA & Takanori IDA, 2020. "Heterogeneous Treatment Effects of Nudge and Rebate:Causal Machine Learning in a Field Experiment on Electricity Conservation," Discussion papers e-20-003, Graduate School of Economics , Kyoto University.
    7. Marianne Bertrand & Bruno Crépon & Alicia Marguerie & Patrick Premand, 2021. "Do Workfare Programs Live Up to Their Promises? Experimental Evidence from Cote D’Ivoire," NBER Working Papers 28664, National Bureau of Economic Research, Inc.
    8. Strittmatter, Anthony, 2019. "What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203499, Verein für Socialpolitik / German Economic Association.
    9. Hoong, Ruru, 2021. "Self control and smartphone use: An experimental study of soft commitment devices," European Economic Review, Elsevier, vol. 140(C).
    10. Chaisemartin, Clement de & Navarrete, Nicolas, 2019. "The direct and spillover effects of a mental health program for disruptive students," CAGE Online Working Paper Series 401, Competitive Advantage in the Global Economy (CAGE).
    11. Siddique, Abu & Islam, Asad & Mozumder, Tanvir Ahmed & Rahman, Tabassum & Shatil, Tanvir, 2022. "Forced Displacement, Mental Health, and Child Development: Evidence from the Rohingya Refugees," SocArXiv b4fc7, Center for Open Science.
    12. Pramod Kumar Sur, 2021. "Understanding Vaccine Hesitancy: Empirical Evidence from India," Papers 2103.02909, arXiv.org, revised Feb 2023.

  18. Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Bristol Economics Discussion Papers 17/690, School of Economics, University of Bristol, UK.

    Cited by:

    1. Romuald Meango, 2023. "Identification of Ex Ante Returns Using Elicited Choice Probabilities," Papers 2303.03009, arXiv.org.
    2. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    4. Whitney K. Newey & Sami Stouli, 2018. "Heterogenous coefficients, discrete instruments, and identification of treatment effects," CeMMAP working papers CWP66/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    6. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis & Peracchi, Franco, 2022. "Selection and the Distribution of Female Hourly Wages in the U.S," IZA Discussion Papers 15028, Institute of Labor Economics (IZA).
    7. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    8. Romauld Méango, 2023. "Identification of ex ante returns using elicited choice probabilities," Economics Series Working Papers 1007, University of Oxford, Department of Economics.
    9. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    10. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    11. Tadao Hoshino, 2021. "Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach," Papers 2112.15114, arXiv.org, revised Jan 2023.
    12. Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
    13. Iván Fernández‐Val & Aico van Vuuren & Francis Vella & Franco Peracchi, 2023. "Selection and the distribution of female real hourly wages in the United States," Quantitative Economics, Econometric Society, vol. 14(2), pages 571-607, May.
    14. Christian Gische & Manuel C. Voelkle, 2022. "Beyond the Mean: A Flexible Framework for Studying Causal Effects Using Linear Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 868-901, September.
    15. Jonas Meier, 2020. "Multivariate Distribution Regression," Diskussionsschriften dp2023, Universitaet Bern, Departement Volkswirtschaft.
    16. Richard Spady & Sami Stouli, 2020. "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers 2011.06416, arXiv.org.

  19. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers CWP13/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," CEPR Discussion Papers 13430, C.E.P.R. Discussion Papers.
    2. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    3. Kyle Colangelo & Ying-Ying Lee, 2020. "Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments," Papers 2004.03036, arXiv.org, revised Sep 2023.
    4. MIYAKAWA Daisuke, 2019. "Shocks to Supply Chain Networks and Firm Dynamics: An Application of Double Machine Learning," Discussion papers 19100, Research Institute of Economy, Trade and Industry (RIETI).
    5. Mazzocchi, Mario & Capacci, Sara & Biondi, Beatrice, 2022. "Causal inference on the impact of nutrition policies using observational data," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 11(1), April.
    6. Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management," Economic Research Papers 269321, University of Warwick - Department of Economics.
    8. Neng-Chieh Chang, 2020. "The Mode Treatment Effect," Papers 2007.11606, arXiv.org.
    9. Pedro H. C. Sant'Anna & Jun B. Zhao, 2018. "Doubly Robust Difference-in-Differences Estimators," Papers 1812.01723, arXiv.org, revised May 2020.
    10. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    11. Hartley, Robert Paul & Lamarche, Carlos, 2017. "Behavioral Responses and Welfare Reform: Evidence from a Randomized Experiment," IZA Discussion Papers 10905, Institute of Labor Economics (IZA).
    12. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
    13. Jason Poulos & Shuxi Zeng, 2021. "RNN‐based counterfactual prediction, with an application to homestead policy and public schooling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 1124-1139, August.
    14. Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
    15. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
    16. Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024. "ddml: Double/debiased machine learning in Stata," Stata Journal, StataCorp LP, vol. 24(1), pages 3-45, March.
    17. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Oct 2019.
    18. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org.
    19. Davide Viviano & Jelena Bradic, 2019. "Synthetic learner: model-free inference on treatments over time," Papers 1904.01490, arXiv.org, revised Aug 2022.
    20. Lechner, Michael & Knaus, Michael C. & Strittmatter, Anthony, 2018. "Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence," CEPR Discussion Papers 13402, C.E.P.R. Discussion Papers.
    21. Vira Semenova, 2023. "Adaptive Estimation of Intersection Bounds: a Classification Approach," Papers 2303.00982, arXiv.org.
    22. Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu, 2022. "Covariate distribution balance via propensity scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1093-1120, September.
    23. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
    24. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
    25. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    26. Chen, Juan & Ma, Feng & Qiu, Xuemei & Li, Tao, 2023. "The role of categorical EPU indices in predicting stock-market returns," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 365-378.
    27. Alejandro Sanchez-Becerra, 2023. "Robust inference for the treatment effect variance in experiments using machine learning," Papers 2306.03363, arXiv.org.
    28. Denis Fougère & Nicolas Jacquemet, 2020. "Policy Evaluation Using Causal Inference Methods," SciencePo Working papers Main hal-03455978, HAL.
    29. Gallego, J & Rivero, G & Martínez, J.D., 2018. "Preventing rather than Punishing: An Early Warning Model of Malfeasance in Public Procurement," Documentos de Trabajo 16724, Universidad del Rosario.
    30. Michael C. Knaus, 2018. "A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills," Papers 1805.10300, arXiv.org, revised Jan 2019.
    31. Knaus, Michael C., 2020. "Double Machine Learning Based Program Evaluation under Unconfoundedness," IZA Discussion Papers 13051, Institute of Labor Economics (IZA).
    32. Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    33. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    34. Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan, 2023. "On the Efficiency of Finely Stratified Experiments," Papers 2307.15181, arXiv.org, revised Feb 2024.
    35. Rodney V. Fonseca & Aluísio Pinheiro, 2020. "Wavelet estimation of the dimensionality of curve time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1175-1204, October.
    36. Victor Quintas-Martinez & Mohammad Taha Bahadori & Eduardo Santiago & Jeff Mu & Dominik Janzing & David Heckerman, 2024. "Multiply-Robust Causal Change Attribution," Papers 2404.08839, arXiv.org.
    37. Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, revised Sep 2022.
    38. Fernandes, Ana & Huber, Martin & Vaccaro, Giannina, 2020. "Gender Differences in Wage Expectations," FSES Working Papers 516, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    39. Entorf, Horst & Hou, Jia, 2018. "Financial education for the disadvantaged? A review," SAFE Working Paper Series 205, Leibniz Institute for Financial Research SAFE.
    40. Jonathan Fuhr & Philipp Berens & Dominik Papies, 2024. "Estimating Causal Effects with Double Machine Learning -- A Method Evaluation," Papers 2403.14385, arXiv.org.
    41. Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
    42. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
    43. Tymon Sloczynski & Derya Uysal & Jeffrey Wooldridge, 2023. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," Rationality and Competition Discussion Paper Series 424, CRC TRR 190 Rationality and Competition.
    44. Zemin Zheng & Jie Zhang & Yang Li, 2022. "L 0 -Regularized Learning for High-Dimensional Additive Hazards Regression," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2762-2775, September.
    45. Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis, 2019. "Non-Parametric Inference Adaptive to Intrinsic Dimension," Papers 1901.03719, arXiv.org, revised Jun 2019.
    46. Sven Klaassen & Jannis Kueck & Martin Spindler, 2017. "Transformation Models in High-Dimensions," Papers 1712.07364, arXiv.org.
    47. Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    48. Denis Fougère & Nicolas Jacquemet, 2019. "Causal Inference and Impact Evaluation," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 510-511-5, pages 181-200.
    49. Zhengyuan Zhou & Susan Athey & Stefan Wager, 2018. "Offline Multi-Action Policy Learning: Generalization and Optimization," Papers 1810.04778, arXiv.org, revised Nov 2018.
    50. Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023. "Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 235(1), pages 166-179.
    51. Cerqua, Augusto & Letta, Marco, 2022. "Local inequalities of the COVID-19 crisis," Regional Science and Urban Economics, Elsevier, vol. 92(C).
    52. Valente, Marica, 2023. "Policy evaluation of waste pricing programs using heterogeneous causal effect estimation," Journal of Environmental Economics and Management, Elsevier, vol. 117(C).
    53. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised Sep 2021.
    54. Robert Adamek & Stephan Smeekes & Ines Wilms, 2020. "Lasso Inference for High-Dimensional Time Series," Papers 2007.10952, arXiv.org, revised Sep 2022.
    55. Berden, Carolien & Croes, R. & Kemp, R. & Mikkers, Misja & van der Noll, Rob & Shestalova, V. & Svitak, Jan, 2019. "Hospital Competition in the Netherlands : An Empirical Investigation," Other publications TiSEM 5302ab6a-9099-4b5d-9874-8, Tilburg University, School of Economics and Management.
    56. Marianne Bl'ehaut & Xavier D'Haultfoeuille & J'er'emy L'Hour & Alexandre B. Tsybakov, 2020. "An alternative to synthetic control for models with many covariates under sparsity," Papers 2005.12225, arXiv.org, revised Jun 2021.
    57. Bryan T. Kelly & Asaf Manela & Alan Moreira, 2019. "Text Selection," NBER Working Papers 26517, National Bureau of Economic Research, Inc.
    58. Karun Adusumilli & Friedrich Geiecke & Claudio Schilter, 2019. "Dynamically Optimal Treatment Allocation using Reinforcement Learning," Papers 1904.01047, arXiv.org, revised May 2022.
    59. Johann Pfitzinger, 2021. "An Interpretable Neural Network for Parameter Inference," Papers 2106.05536, arXiv.org.
    60. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
    61. Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022. "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, vol. 228(1), pages 39-61.
    62. Zemin Zheng & Jinchi Lv & Wei Lin, 2021. "Nonsparse Learning with Latent Variables," Operations Research, INFORMS, vol. 69(1), pages 346-359, January.
    63. Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
    64. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019. "Fast Algorithms for the Quantile Regression Process," Papers 1909.05782, arXiv.org, revised Apr 2020.
    65. Vira Semenova, 2020. "Generalized Lee Bounds," Papers 2008.12720, arXiv.org, revised Feb 2023.
    66. Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
    67. Adel Javanmard & Jason D. Lee, 2020. "A flexible framework for hypothesis testing in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 685-718, July.
    68. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    69. Martin Wiegand, 2019. "Do early-ending conditional cash transfer programs crowd out school enrollment?," Tinbergen Institute Discussion Papers 19-053/V, Tinbergen Institute.
    70. Shinya Sugawara, 2022. "What composes desirable formal at-home elder care? An analysis for multiple service combinations," The Japanese Economic Review, Springer, vol. 73(2), pages 373-402, April.
    71. Su, Miaomiao & Wang, Ruoyu & Wang, Qihua, 2022. "A two-stage optimal subsampling estimation for missing data problems with large-scale data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
    72. Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
    73. Rahul Singh, 2021. "Debiased Kernel Methods," Papers 2102.11076, arXiv.org, revised Mar 2021.
    74. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    75. Yusuke Narita & Kohei Yata, 2021. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Cowles Foundation Discussion Papers 2283, Cowles Foundation for Research in Economics, Yale University.
    76. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    77. Lihua Lei & Brad Ross, 2023. "Estimating Counterfactual Matrix Means with Short Panel Data," Papers 2312.07520, arXiv.org.
    78. Yue, Lili & Li, Gaorong & Lian, Heng & Wan, Xiang, 2019. "Regression adjustment for treatment effect with multicollinearity in high dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 17-35.
    79. Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
    80. Shi, Chengchun & Wan, Runzhe & Song, Ge & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2023. "A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets," LSE Research Online Documents on Economics 117174, London School of Economics and Political Science, LSE Library.
    81. Michael Pollmann, 2020. "Causal Inference for Spatial Treatments," Papers 2011.00373, arXiv.org, revised Jan 2023.
    82. Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C., 2018. "ArCo: An artificial counterfactual approach for high-dimensional panel time-series data," Journal of Econometrics, Elsevier, vol. 207(2), pages 352-380.
    83. Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024. "Model Averaging and Double Machine Learning," Papers 2401.01645, arXiv.org.
    84. Hünermund Paul & Louw Beyers & Caspi Itamar, 2023. "Double machine learning and automated confounder selection: A cautionary tale," Journal of Causal Inference, De Gruyter, vol. 11(1), pages 1-12, January.
    85. Kaspar W thrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
    86. Qiu, Chen & Otsu, Taisuke, 2022. "Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect," LSE Research Online Documents on Economics 110494, London School of Economics and Political Science, LSE Library.
    87. Haitian Xie, 2020. "Efficient and Robust Estimation of the Generalized LATE Model," Papers 2001.06746, arXiv.org, revised Feb 2022.
    88. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    89. Viviano, Davide & Bradic, Jelena, 2023. "Synthetic Learner: Model-free inference on treatments over time," Journal of Econometrics, Elsevier, vol. 234(2), pages 691-713.
    90. Poulos, Jason & Albanese, Andrea & Mercatanti, Andrea & Li, Fan, 2021. "Retrospective Causal Inference via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment," IZA Discussion Papers 14472, Institute of Labor Economics (IZA).
    91. Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022. "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 83(C).
    92. Farbmacher, Helmut & Huber, Martin & Langen, Henrika & Spindler, Martin, 2020. "Causal mediation analysis with double machine learning," FSES Working Papers 515, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    93. Michael Lechner & Jana Mareckova, 2022. "Modified Causal Forest," Papers 2209.03744, arXiv.org.
    94. David Cheng & Abhishek Chakrabortty & Ashwin N. Ananthakrishnan & Tianxi Cai, 2020. "Estimating average treatment effects with a double‐index propensity score," Biometrics, The International Biometric Society, vol. 76(3), pages 767-777, September.
    95. Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
    96. Dominick Bartelme & Andrei Levchenko & Ting Lan, 2019. "Specialization, Market Access and Medium-Term Growth," 2019 Meeting Papers 999, Society for Economic Dynamics.
    97. Tymon Sloczynski & S. Derya Uysal & Jeffrey M. Wooldridge & Derya Uysal, 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," CESifo Working Paper Series 9715, CESifo.
    98. Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers 2103.09603, arXiv.org, revised Feb 2024.
    99. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    100. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    101. Fan, Jianqing & Gong, Wenyan & Zhu, Ziwei, 2019. "Generalized high-dimensional trace regression via nuclear norm regularization," Journal of Econometrics, Elsevier, vol. 212(1), pages 177-202.
    102. Rao, Sandeep & Koirala, Santosh & Thapa, Chandra & Neupane, Suman, 2022. "When rain matters! Investments and value relevance," Journal of Corporate Finance, Elsevier, vol. 73(C).
    103. Nathan Kallus, 2023. "Treatment Effect Risk: Bounds and Inference," Management Science, INFORMS, vol. 69(8), pages 4579-4590, August.
    104. Rahul Singh & Liyang Sun, 2019. "Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics," Papers 1909.05244, arXiv.org, revised Dec 2022.
    105. JoonHwan Cho & Thomas M. Russell, 2018. "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers 1810.03180, arXiv.org, revised May 2023.
    106. Yumou Qiu & Jing Tao & Xiao‐Hua Zhou, 2021. "Inference of heterogeneous treatment effects using observational data with high‐dimensional covariates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 1016-1043, November.
    107. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    108. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    109. Neng-Chieh Chang, 2018. "Semiparametric Difference-in-Differences with Potentially Many Control Variables," Papers 1812.10846, arXiv.org, revised Jan 2019.
    110. Qizhao Chen & Vasilis Syrgkanis & Morgane Austern, 2022. "Debiased Machine Learning without Sample-Splitting for Stable Estimators," Papers 2206.01825, arXiv.org, revised Nov 2022.
    111. Tomasz Olma, 2021. "Nonparametric Estimation of Truncated Conditional Expectation Functions," Papers 2109.06150, arXiv.org.
    112. Herrera, Diego & Cunniff, Shannon & DuPont, Carolyn & Cohen, Benjamin & Gangi, Dakota & Kar, Devyani & Peyronnin Snider, Natalie & Rojas, Victor & Wyerman, Jim & Norriss, Jessie & Mountenot, Marshall, 2019. "Designing an environmental impact bond for wetland restoration in Louisiana," Ecosystem Services, Elsevier, vol. 35(C), pages 260-276.
    113. Barbara Felderer & Jannis Kueck & Martin Spindler, 2021. "Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel," Papers 2102.08994, arXiv.org.
    114. Biewen, Martin & Fitzenberger, Bernd & Seckler, Matthias, 2020. "Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap," Labour Economics, Elsevier, vol. 67(C).
    115. Nathan Kallus & Miruna Oprescu, 2022. "Robust and Agnostic Learning of Conditional Distributional Treatment Effects," Papers 2205.11486, arXiv.org, revised Feb 2023.
    116. Narita, Yusuke & Yata, Kohei, 2022. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," CEI Working Paper Series 2021-05, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    117. Yang, Jui-Chung & Chuang, Hui-Ching & Kuan, Chung-Ming, 2020. "Double machine learning with gradient boosting and its application to the Big N audit quality effect," Journal of Econometrics, Elsevier, vol. 216(1), pages 268-283.
    118. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.
    119. Su, Miaomiao & Wang, Qihua, 2022. "A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
    120. Chen Qiu & Taisuke Otsu, 2022. "Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect," Quantitative Economics, Econometric Society, vol. 13(1), pages 63-94, January.
    121. Joey Blumberg & Gary Thompson, 2022. "Nonparametric segmentation methods: Applications of unsupervised machine learning and revealed preference," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 976-998, May.
    122. Narita, Yusuke & Yata, Kohei, 2022. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Discussion Paper Series 730, Institute of Economic Research, Hitotsubashi University.
    123. Zeyu Diao & Lili Yue & Fanrong Zhao & Gaorong Li, 2022. "High-Dimensional Regression Adjustment Estimation for Average Treatment Effect with Highly Correlated Covariates," Mathematics, MDPI, vol. 10(24), pages 1-18, December.
    124. Gabriel Okasa, 2022. "Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance," Papers 2201.12692, arXiv.org.
    125. Lucchetti, Riccardo & Pedini, Luca & Pigini, Claudia, 2022. "No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation," Economic Modelling, Elsevier, vol. 107(C).
    126. Agboola, Oluwagbenga David & Yu, Han, 2023. "Neighborhood-based cross fitting approach to treatment effects with high-dimensional data," Computational Statistics & Data Analysis, Elsevier, vol. 186(C).
    127. Guo, Lin & Zhang, Ben, 2019. "Mining structural influence to analyze relationships in social network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 301-309.
    128. Cerqua, Augusto & Letta, Marco, 2020. "Local economies amidst the COVID-19 crisis in Italy: a tale of diverging trajectories," MPRA Paper 104404, University Library of Munich, Germany.
    129. McNamara, Sarah, 2020. "Returns to higher education and dropouts: A double machine learning approach," ZEW Discussion Papers 20-084, ZEW - Leibniz Centre for European Economic Research.
    130. Sandro Heiniger, 2024. "Data-driven model selection within the matrix completion method for causal panel data models," Papers 2402.01069, arXiv.org.

  20. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects," Papers 1610.07714, arXiv.org, revised Feb 2017.

    Cited by:

    1. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    2. Carlos Pombo & Cristian Pinto-Gutierrez & Mauricio Jara-Betín, 2022. "Multiple large shareholder coalitions, institutional ownership and investment decisions: Evidence from cross-border deals in Latin America," Documentos CEDE 20333, Universidad de los Andes, Facultad de Economía, CEDE.
    3. Troels Kristensen & Kim Rose-Olsen & Christian Volmar Skovsgaard, 2020. "Effects of Point-Of-Care Testing in General Practice for Type 2 Diabetes Patients on Ambulatory Visits and Hospitalizations," IJERPH, MDPI, vol. 17(17), pages 1-16, August.
    4. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    5. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    6. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    7. Taylor Jaworski & Ian Keay, 2020. "Openness to Trade and the Spread of Industrialization: Evidence from Canada during the First Era of Globalization," NBER Working Papers 27716, National Bureau of Economic Research, Inc.
    8. Xiao, Han & Zheng, Xinye & Xie, Lunyu, 2022. "Promoting pro-poor growth through infrastructure investment: Evidence from the Targeted Poverty Alleviation program in China," China Economic Review, Elsevier, vol. 71(C).
    9. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    10. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
    11. Nakatani, Ryota, 2020. "Macroprudential policy and the probability of a banking crisis," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1169-1186.
    12. Siranova, Maria & Tiruneh, Menbere Workie & Fisera, Boris, 2021. "Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 955-973.
    13. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
    14. Ryuki Kobayashi, 2023. "The effects of new technology on productivity: technological improvement and reallocation efficiency in the Japanese steelmaking industry," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
    15. Alexander De Juan & Tim Wegenast, 2020. "Temperatures, food riots, and adaptation: A long-term historical analysis of England," Journal of Peace Research, Peace Research Institute Oslo, vol. 57(2), pages 265-280, March.
    16. Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
    17. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
    18. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
    19. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
    20. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    21. K. Aleks Schaefer & Daniel P. Scheitrum & Steven van Winden, 2022. "Returns on investment to the British bovine tuberculosis control programme," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(2), pages 472-489, June.
    22. Neha Bhardwaj Upadhayay, 2020. "Uncovering the proliferation of contingent protection through channels of retaliation, gender and development assistance," Erudite Ph.D Dissertations, Erudite, number ph20-02 edited by Julie Lochard & Catherine Bros, February.
    23. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
    24. Jaworski, Taylor & Keay, Ian, 2022. "Globalization and the spread of industrialization in Canada, 1871–1891," Explorations in Economic History, Elsevier, vol. 86(C).
    25. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    26. Federici, Daniela & Parisi, Valentino & Ferrante, Francesco, 2020. "Heterogeneous firms, corporate taxes and export behavior: A firm-level investigation for Italy," Economic Modelling, Elsevier, vol. 88(C), pages 98-112.
    27. Thomas Hauner, 2020. "Aggregate wealth and its distribution as determinants of financial crises," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(3), pages 319-338, September.
    28. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    29. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
    30. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
    31. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.

  21. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Kaspar Wuthrich & Ying Zhu, 2019. "Omitted variable bias of Lasso-based inference methods: A finite sample analysis," Papers 1903.08704, arXiv.org, revised Sep 2021.
    3. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2018. "Distribution regression with sample selection, with an application to wage decompositions in the UK," CeMMAP working papers CWP68/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu, 2022. "Covariate distribution balance via propensity scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1093-1120, September.
    5. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    6. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    7. Ferdi Botha & John P. de New, 2020. "COVID-19 infections, labour market shocks, and subjective well-being," Melbourne Institute Working Paper Series wp2020n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    8. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "Distributional conformal prediction," University of California at San Diego, Economics Working Paper Series qt2zs6m5p5, Department of Economics, UC San Diego.
    9. Ferdi Botha & John P. de New & Sonja C. de New & David C. Ribar & Nicolás Salamanca, 2020. "COVID-19 labour market shocks and their inequality implications for financial wellbeing," Melbourne Institute Working Paper Series wp2020n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    10. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.

  22. Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers CWP74/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
    2. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
    3. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
    4. Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers CWP61/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Cockx, Bart & Lechner, Michael & Bollens, Joost, 2023. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Labour Economics, Elsevier, vol. 80(C).
    6. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
    7. Diego Marino Fages, 2023. "Migration and trust: Evidence on assimilation from internal migrants," Discussion Papers 2023-08, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP).
    8. Sallin, Aurelién, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Economics Working Paper Series 2109, University of St. Gallen, School of Economics and Political Science.
    9. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    10. Wunsch, Conny & Strittmatter, Anthony, 2021. "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," CEPR Discussion Papers 15840, C.E.P.R. Discussion Papers.
    11. Florent Dubois & Christophe Muller, 2022. "Residential segregation matters to racial income gaps: Evidence from South Africa," AMSE Working Papers 2205, Aix-Marseille School of Economics, France.
    12. Knaus, Michael C., 2020. "Double Machine Learning Based Program Evaluation under Unconfoundedness," IZA Discussion Papers 13051, Institute of Labor Economics (IZA).
    13. Sookyo Jeong & Hongseok Namkoong, 2020. "Assessing External Validity Over Worst-case Subpopulations," Papers 2007.02411, arXiv.org, revised Feb 2022.
    14. Nora Bearth & Michael Lechner, 2024. "Causal Machine Learning for Moderation Effects," Papers 2401.08290, arXiv.org, revised Apr 2024.
    15. Florent Dubois & Christophe Muller, 2022. "Residential segregation matters to racial income gaps," Working Papers hal-03622711, HAL.
    16. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017. "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers 1712.04802, arXiv.org, revised Oct 2023.
    17. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    18. Strittmatter, Anthony, 2019. "What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203499, Verein für Socialpolitik / German Economic Association.
    19. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
    20. Florent Dubois & Christophe Muller, 2020. "The Contribution of Residential Segregation to Racial Income Gaps: Evidence from South Africa," Working Papers halshs-02944720, HAL.
    21. Tobias Cagala & Ulrich Glogowsky & Johannes Rincke & Anthony Strittmatter, 2021. "Optimal Targeting in Fundraising: A Machine-Learning Approach," CESifo Working Paper Series 9037, CESifo.
    22. Posel, Dorrit & Oyenubi, Adeola, 2023. "Heterogeneous gender gaps in mental wellbeing: Do women with low economic status face the biggest gender gaps?," Social Science & Medicine, Elsevier, vol. 332(C).
    23. Martin Kroczek & Philipp Kugler, 2022. "Heterogeneous Effects of Monetary and Non-Monetary Job Characteristics on Job Attractiveness in Nursing," IAW Discussion Papers 139, Institut für Angewandte Wirtschaftsforschung (IAW).
    24. Lopez Garcia, Italo & Luoto, Jill E. & Aboud, Frances E. & Fernald, Lia C.H., 2023. "Group Meetings and Boosters to Sustain Early Impacts on Child Development: Experimental Evidence from Kenya," IZA Discussion Papers 16392, Institute of Labor Economics (IZA).
    25. Tsionas, Mike, 2022. "Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries," International Journal of Production Economics, Elsevier, vol. 249(C).
    26. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    27. Kroczek, Martin & Kugler, Philipp, 2022. "Heterogeneous Effects of Monetary and Non-Monetary Job Characteristics on Job Attractiveness in Nursing," VfS Annual Conference 2022 (Basel): Big Data in Economics 264108, Verein für Socialpolitik / German Economic Association.
    28. Michael Zimmert & Michael Lechner, 2019. "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers 1908.08779, arXiv.org.
    29. Daniel Jacob, 2019. "Group Average Treatment Effects for Observational Studies," Papers 1911.02688, arXiv.org, revised Mar 2020.
    30. Tobias Cagala & Ulrich Glogowsky & Johannes Rincke & Anthony Strittmatter, 2021. "Optimal Targeting in Fundraising: A Causal Machine-Learning Approach," Papers 2103.10251, arXiv.org, revised Sep 2021.
    31. Yuehao Bai, 2022. "Optimality of Matched-Pair Designs in Randomized Controlled Trials," Papers 2206.07845, arXiv.org.
    32. Laub, Natalie & Boockmann, Bernhard & Kroczek, Martin, 2023. "Tightening Access to Early Retirement: Who Can Adapt?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277625, Verein für Socialpolitik / German Economic Association.
    33. Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019. "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers 2019-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    34. Pullabhotla, Hemant K. & Souza, Mateus, 2022. "Air pollution from agricultural fires increases hypertension risk," Journal of Environmental Economics and Management, Elsevier, vol. 115(C).
    35. Bilancini, Ennio & Boncinelli, Leonardo & Di Paolo, Roberto & Menicagli, Dario & Pizziol, Veronica & Ricciardi, Emiliano & Serti, Francesco, 2022. "Prosocial behavior in emergencies: Evidence from blood donors recruitment and retention during the COVID-19 pandemic," Social Science & Medicine, Elsevier, vol. 314(C).
    36. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Dec 2023.
    37. Bernhard Boockmann & Martin Kroczek & Natalie Laub, 2023. "Tightening access to early retirement: who can adapt?," IAW Discussion Papers 142, Institut für Angewandte Wirtschaftsforschung (IAW).
    38. Aur'elien Sallin, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Papers 2110.08807, arXiv.org, revised Feb 2022.
    39. Yuri Fonseca & Marcelo Medeiros & Gabriel Vasconcelos & Alvaro Veiga, 2018. "BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions," Papers 1808.03698, arXiv.org, revised Jul 2020.
    40. Kai Feng & Han Hong, 2024. "Statistical Inference of Optimal Allocations I: Regularities and their Implications," Papers 2403.18248, arXiv.org, revised Apr 2024.

  23. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    4. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022. "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, vol. 228(2), pages 177-220.
    5. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    6. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org.
    8. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
    9. Artūras Juodis & Simas Kučinskas, 2023. "Quantifying noise in survey expectations," Quantitative Economics, Econometric Society, vol. 14(2), pages 609-650, May.
    10. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
    11. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    12. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
    13. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers CWP02/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
    15. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    16. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    17. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    18. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramirez, Andrey David, 2013. "Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach," DES - Working Papers. Statistics and Econometrics. WS 35531, Universidad Carlos III de Madrid. Departamento de Estadística.
    19. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    20. Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021. "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1333-1337.
    21. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    22. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
    23. Jiti Gao & Fei Liu & Bin peng, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 44/20, Monash University, Department of Econometrics and Business Statistics.
    24. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
    25. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    26. Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
    27. Nicholas Brown & Jeffrey Wooldridge, 2023. "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper 1497, Economics Department, Queen's University.
    28. Junhui Cai & Dan Yang & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org.
    29. Bartolucci, Francesco & Pigini, Claudia, 2019. "Partial effects estimation for fixed-effects logit panel data models," MPRA Paper 92243, University Library of Munich, Germany.
    30. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    31. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    32. Jin Zhou & Bei Liu & LU Mai, 2020. "The Impact of a Prototypical Home Visiting Program on Child Skills," Working Papers 2020-047, Human Capital and Economic Opportunity Working Group.
    33. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased inference for dynamic nonlinear models with two-way fixed effects," Papers 2305.03134, arXiv.org, revised Oct 2023.
    34. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
    35. Ma, Chenchen & Tu, Yundong, 2023. "Group fused Lasso for large factor models with multiple structural breaks," Journal of Econometrics, Elsevier, vol. 233(1), pages 132-154.
    36. Ting Fung Ma & Fangfang Wang & Jun Zhu, 2023. "On generalized latent factor modeling and inference for high‐dimensional binomial data," Biometrics, The International Biometric Society, vol. 79(3), pages 2311-2320, September.
    37. Hugo Freeman, 2022. "Multidimensional Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2023.

  24. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute of Labor Economics (IZA).

    Cited by:

    1. Bellmann, Lutz & Hübler, Olaf, 2019. "Personal Attitudes, Job Characteristics and Health," IZA Discussion Papers 12597, Institute of Labor Economics (IZA).
    2. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.
    3. Lutz Bellmann & Olaf Hübler, 2022. "Personality traits, working conditions and health: an empirical analysis based on the German Linked Personnel Panel, 2013–2017," Review of Managerial Science, Springer, vol. 16(2), pages 283-318, February.

  25. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    2. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    3. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    4. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    5. Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
    6. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022. "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
    7. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    8. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
    9. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    10. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
    11. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    12. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
    13. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
    15. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers 2016_04, Universidad Torcuato Di Tella.
    17. Jiaying Gu & Stanislav Volgushev, 2018. "Panel Data Quantile Regression with Grouped Fixed Effects," Papers 1801.05041, arXiv.org, revised Aug 2018.
    18. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    19. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    20. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    21. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    22. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    23. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    24. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    25. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    26. Gu, Jiaying & Volgushev, Stanislav, 2019. "Panel data quantile regression with grouped fixed effects," Journal of Econometrics, Elsevier, vol. 213(1), pages 68-91.
    27. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  26. Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
    2. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    3. Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers 62/13, Institute for Fiscal Studies.
    4. Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
    5. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in High Dimensional Panel Models with an Application to Gun Control," Papers 1411.6507, arXiv.org.
    6. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    7. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
    8. Michael Danquah & Abdul Malik Iddrisu & Ernest Owusu Boakye & Solomon Owusu, 2021. "Do gender wage differences within households influence women's empowerment and welfare?: Evidence from Ghana," WIDER Working Paper Series wp-2021-40, World Institute for Development Economic Research (UNU-WIDER).
    9. Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271, arXiv.org, revised Apr 2018.
    10. Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper 73622, University Library of Munich, Germany.
    11. Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    12. Denis Chetverikov & . ., 2016. "On cross-validated Lasso," CeMMAP working papers 47/16, Institute for Fiscal Studies.
    13. Max H. Farrell, 2013. "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations," Papers 1309.4686, arXiv.org, revised Feb 2018.
    14. Kasy Maximilian, 2019. "Uniformity and the Delta Method," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-19, January.
    15. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    16. Denis Chetverikov & . ., 2016. "On cross-validated Lasso," CeMMAP working papers CWP47/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Braverman, Mark & Chassang, Sylvain, 2022. "Data-driven incentive alignment in capitation schemes," Journal of Public Economics, Elsevier, vol. 207(C).
    18. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    19. Guido W. Imbens, 2020. "Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics," Journal of Economic Literature, American Economic Association, vol. 58(4), pages 1129-1179, December.
    20. Victor Chernozhukov & Vira Semenova, 2018. "Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions," CeMMAP working papers CWP40/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Kaspar W thrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    22. Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
    23. Thai T. Pham & Yuanyuan Shen, 2017. "A Deep Causal Inference Approach to Measuring the Effects of Forming Group Loans in Online Non-profit Microfinance Platform," Papers 1706.02795, arXiv.org.

  27. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
    3. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    4. Benedikt Heid & Mario Larch & Yoto V. Yoto, 2017. "Estimating the Effects of Non-discriminatory Trade Policies within Structural Gravity Models," CESifo Working Paper Series 6735, CESifo.
    5. Trebbi, Francesco & Canen, Nathan & Kendall, Chad, 2020. "Unbundling Polarization," CEPR Discussion Papers 14291, C.E.P.R. Discussion Papers.
    6. Jens Foerderer, 2020. "Interfirm Exchange and Innovation in Platform Ecosystems: Evidence from Apple’s Worldwide Developers Conference," Management Science, INFORMS, vol. 66(10), pages 4772-4787, October.
    7. Francesca Marchetta & David Sahn & Luca Tiberti, 2019. "The Role of Weather on Schooling and Work of Young Adults in Madagascar," Post-Print hal-02089749, HAL.
    8. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
    9. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
    10. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    11. Eric Fesselmeyer & Haoming Liu & Alberto Salvo, 2022. "Declining discount rates in Singapore's market for privately developed apartments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 330-350, March.
    12. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    14. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    15. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications 2015-09, Sciences Po.
    16. Steven Yamarik & Mariya Mileva, 2023. "Cultural institutes: Networks and determinants," The World Economy, Wiley Blackwell, vol. 46(4), pages 1119-1143, April.
    17. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    18. Gonçalves, Sílvia & Kaffo, Maximilien, 2015. "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, vol. 186(2), pages 407-426.
    19. Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
    20. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
    22. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
    23. Massenot, Baptiste & Pettinicchi, Yuri, 2018. "Can households see into the future? Survey evidence from the Netherlands," SAFE Working Paper Series 233, Leibniz Institute for Financial Research SAFE.
    24. Koen Jochmans, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Post-Print hal-03699836, HAL.
    25. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    26. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
    27. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    28. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers CWP02/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Lucciano Villacorta, 2016. "Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data," Working Papers Central Bank of Chile 788, Central Bank of Chile.
    30. Larch, Mario & Wanner, Joschka & Yotov, Yoto & Zylkin, Thomas, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," School of Economics Working Paper Series 2017-7, LeBow College of Business, Drexel University.
    31. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
    32. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
    33. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    34. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    35. Áureo de Paula, 2020. "Econometric Models of Network Formation," CeMMAP working papers CWP4/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
    38. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    39. Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019. "Mastering Panel 'Metrics: Causal Impact of Democracy on Growth," Papers 1901.03821, arXiv.org.
    40. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers CWP52/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    42. Mehic, Adrian, 2020. "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, vol. 190(C).
    43. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
    44. Gindo Tampubolon, 2023. "Climate justice for persons with disability: Few harmed much, fewer still harmed too much," WIDER Working Paper Series wp-2023-2, World Institute for Development Economic Research (UNU-WIDER).
    45. Truquet, Lionel, 2023. "Strong mixing properties of discrete-valued time series with exogenous covariates," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 294-317.
    46. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
    47. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
    48. Markus Leibrecht & Johann Scharler, 2021. "Veto players, market discipline, and structural fiscal consolidations," Public Choice, Springer, vol. 188(3), pages 361-384, September.
    49. Halil İbrahim KESKİN & Hakan ÖNDES, 2020. "Measuring the Efficiency of Selected European Football Clubs: DEA and Panel Tobit Model," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
    50. Das, Satya P. & Sant’Anna, Vinicios P., 2023. "Determinants of bilateral trade in manufacturing and services: A unified approach," Economic Modelling, Elsevier, vol. 123(C).
    51. Karyne B. Charbonneau, 2014. "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers 14-17, Bank of Canada.
    52. Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Working Papers 2022-08, Center for Research in Economics and Statistics.
    53. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 17(3), pages 517-545, September.
    54. Alex Centeno, 2022. "A Structural Model for Detecting Communities in Networks," Papers 2209.08380, arXiv.org, revised Oct 2022.
    55. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
    56. Peter Egger & Kevin Staub, 2016. "GLM estimation of trade gravity models with fixed effects," Empirical Economics, Springer, vol. 50(1), pages 137-175, February.
    57. Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
    58. Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
    59. Simon Hartmann & Rok Spruk, 2023. "The impact of unilateral BIT terminations on FDI: Quasi-experimental evidence from India," The Review of International Organizations, Springer, vol. 18(2), pages 259-296, April.
    60. Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    61. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
    62. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    63. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    64. Yang Yang, 2023. "Hukou Identity and Economic Behaviours: A Social Identity Perspective," Erudite Ph.D Dissertations, Erudite, number ph23-02 edited by Catherine Bros & Julie Lochard, February.
    65. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
    66. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    67. Larch, Mario & Yotov, Yoto V., 2016. "General equilibrium trade policy analysis with structural gravity," WTO Staff Working Papers ERSD-2016-08, World Trade Organization (WTO), Economic Research and Statistics Division.
    68. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    69. Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015. "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, vol. 89(C), pages 21-31.
    70. Javier Mejia, 2018. "Social Networks and Entrepreneurship. Evidence from a Historical Episode of Industrialization," Working Papers 20180020, New York University Abu Dhabi, Department of Social Science, revised Sep 2018.
    71. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
    72. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
    73. Sinem Hacıoğlu Hoke & George Kapetanios, 2021. "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
    74. Blanco-Oliver, A.J. & Irimia-Diéguez, A.I. & Vázquez-Cueto, M.J., 2023. "Is there an optimal microcredit size to maximize the social and financial efficiencies of microfinance institutions?," Research in International Business and Finance, Elsevier, vol. 65(C).
    75. Christian Gourieroux & Joann Jasiak, 2022. "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood," Papers 2211.11876, arXiv.org.
    76. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
    77. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
    78. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
    79. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    80. Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
    81. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper 110031, University Library of Munich, Germany.
    82. James Lake & Maia K. Linask, 2015. "Could tariffs be pro-cyclcial?," Departmental Working Papers 1502, Southern Methodist University, Department of Economics.
    83. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
    84. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
    85. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
    86. David J. Kuenzel, 2020. "Non-tariff Measures: What’s Tariffs Got to Do with It?," Wesleyan Economics Working Papers 2020-006, Wesleyan University, Department of Economics.
    87. Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017. "Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects," DEM Discussion Paper Series 17-01, Department of Economics at the University of Luxembourg.
    88. Benjamin Davies & Jason Gush & Shaun C. Hendy & Adam B. Jaffe, 2020. "Research Funding and Collaboration," Working Papers 20_12, Motu Economic and Public Policy Research.
    89. Yuki Takara, 2018. "Do cultural differences affect the trade of cultural goods? A study in trade of music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 393-417, August.
    90. Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Working Papers 23-15, Federal Reserve Bank of Cleveland.
    91. Auer, Daniel & Meierrieks, Daniel, 2021. "Merchants of death: Arms imports and terrorism," European Economic Review, Elsevier, vol. 137(C).
    92. David Powell, 2015. "Do Payroll Taxes in the United States Create Bunching at Kink Points?," Working Papers wp327, University of Michigan, Michigan Retirement Research Center.
    93. Federica Cappelli & Caterina Conigliani & Davide Consoli & Valeria Costantini & Elena Paglialunga, 2023. "Climate change and armed conflicts in Africa: temporal persistence, non-linear climate impact and geographical spillovers," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(2), pages 517-560, July.
    94. Matthias Breuer & Harm H. Schütt, 2023. "Accounting for uncertainty: an application of Bayesian methods to accruals models," Review of Accounting Studies, Springer, vol. 28(2), pages 726-768, June.
    95. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    96. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
    97. Tamar Kricheli Katz & Tali Regev & Shay Lavie & Haggai Porat & Ronen Avraham, 2020. "Those who tan and those who don’t: A natural experiment on colorism," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-14, July.
    98. Nathan J. Canen & Chad Kendall & Francesco Trebbi, 2020. "Political Parties as Drivers of U.S. Polarization: 1927-2018," NBER Working Papers 28296, National Bureau of Economic Research, Inc.
    99. Lukas Buchheim & Sebastian Link, 2017. "The Effect of Disaggregate Information on the Expectation Formation of Firms," CESifo Working Paper Series 6768, CESifo.
    100. Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
    101. Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
    102. Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
    103. Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2018. "Commodity Price Movements and Banking Crises," IMF Working Papers 2018/153, International Monetary Fund.
    104. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
    105. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
    106. Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
    107. Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
    108. Bryan S. Graham, 2015. "An econometric model of link formation with degree heterogeneity," CeMMAP working papers CWP43/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    109. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    110. Lazarov, Vladimir & Hinterschweiger, Marc, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
    111. Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
    112. Qiuping Wang & Yuan Zhang & Ting Yan, 2023. "Asymptotic theory in network models with covariates and a growing number of node parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 369-392, April.
    113. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
    114. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
    115. Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
    116. Almer, Christian & Laurent-Lucchetti, Jérémy & Oechslin, Manuel, 2017. "Water scarcity and rioting: Disaggregated evidence from Sub-Saharan Africa," Journal of Environmental Economics and Management, Elsevier, vol. 86(C), pages 193-209.
    117. Wang, Wuyi & Su, Liangjun, 2017. "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers 19-2017, Singapore Management University, School of Economics.
    118. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    119. Hervé Cardot & Antonio Musolesi, 2021. "Zero-inflated regression for unobserved effects panel data models and difference-in-differences estimation," SEEDS Working Papers 1121, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Dec 2021.
    120. Blanco-Oliver, Antonio, 2021. "Banking reforms and bank efficiency: Evidence for the collapse of Spanish savings banks," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 334-347.
    121. Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
    122. James E. Anderson & Mario Larch & Yoto V. Yotov, 2015. "Estimating General Equilibrium Trade Policy Effects: GE PPML," CESifo Working Paper Series 5592, CESifo.
    123. Couharde, Cécile & Karanfil, Fatih & Kilama, Eric Gabin & Omgba, Luc Désiré, 2020. "The role of oil in the allocation of foreign aid: The case of the G7 donors," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 363-383.
    124. Huaqing Wu & Jingyu Yang & Wensheng Wu & Ya Chen, 2023. "Interest rate liberalization and bank efficiency: A DEA analysis of Chinese commercial banks," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 467-498, June.
    125. Nicholas Brown & Jeffrey Wooldridge, 2023. "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper 1497, Economics Department, Queen's University.
    126. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Mar 2024.
    127. Ando, Tomohiro & Bai, Jushan, 2018. "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper 88765, University Library of Munich, Germany.
    128. Qian, Xuefeng & Tian, Bifei & Reed, W. Robert & Chen, Ziruo, 2018. "Searching for profit-shifting in China," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-25.
    129. Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
    130. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
    131. Michael Pfaffermayr, 2020. "Trade creation and trade diversion of economic integration agreements revisited: a constrained panel pseudo-maximum likelihood approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 985-1024, November.
    132. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.
    133. Stephan A. Schneider & Sven Kunze, 2022. "Disastrous Discretion: Ambiguous Decision Situations Foster Political Favoritism," CESifo Working Paper Series 9710, CESifo.
    134. Johnson, Josiah & Smith, Rhet A., 2023. "Main street business initiatives and crime in small towns," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 91-112.
    135. Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
    136. Michael Pfaffermayr, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, CEPII research center, issue 161, pages 188-198.
    137. Ramón Cobo-Reyes & Gabriel Katz & Thomas Markussen & Simone Meraglia, 2019. "Voting on Sanctioning Institutions in Open and Closed Communities: Experimental Evidence," Discussion Papers 19-07, University of Copenhagen. Department of Economics.
    138. Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error," Papers 2107.09235, arXiv.org, revised Dec 2021.
    139. Hea‐Jung Hyun & Yong Joon Jang, 2022. "Technical regulation and trade: Export quality matters," The World Economy, Wiley Blackwell, vol. 45(5), pages 1447-1476, May.
    140. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    141. Calebe de Roure & Nick McLaren, 2021. "Liquidity transformation, collateral assets and counterparties," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(4), pages 119-129.
    142. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    143. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    144. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    145. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    146. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    147. Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021. "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 562-577.
    148. Ramon Cobo-Reyes & Gabriel Katz & Simone Meraglia, 2017. "Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence," Discussion Papers 1702, University of Exeter, Department of Economics.
    149. Presbitero, Andrea & Eberhardt, Markus, 2021. "Commodity Prices and Banking Crises," CEPR Discussion Papers 15959, C.E.P.R. Discussion Papers.
    150. Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
    151. Otrachshenko, Vladimir & Nunes, Luis C., 2022. "Fire takes no vacation: impact of fires on tourism," Environment and Development Economics, Cambridge University Press, vol. 27(1), pages 86-101, February.
    152. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    153. Rasmane Ouedraogo & Montfort Mlachila & Windemanegda Sandrine Sourouema & Ali Compaoré, 2022. "The impact of conflict and political instability on banking crises in developing countries," The World Economy, Wiley Blackwell, vol. 45(6), pages 1937-1977, June.
    154. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES 02-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
    155. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased inference for dynamic nonlinear models with two-way fixed effects," Papers 2305.03134, arXiv.org, revised Oct 2023.
    156. Mélina London & Maéva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
    157. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
    158. Bryan S. Graham, 2015. "An econometric model of link formation with degree heterogeneity," CeMMAP working papers 43/15, Institute for Fiscal Studies.
    159. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    160. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model," Working Papers 2007, Department of Applied Economics II, Universidad de Valencia.
    161. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers 02/17, Institute for Fiscal Studies.
    162. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
    163. Julia Spornberger, 2022. "EU integration and structural gravity: A comprehensive quantification of the border effect on trade," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 915-938, September.
    164. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    165. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
    166. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
    167. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    168. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
    169. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
    170. Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
    171. Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
    172. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
    173. Wang, Fa, 2022. "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, vol. 229(1), pages 180-200.
    174. Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
    175. Valentin Verdier, 2020. "Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 1-16, March.
    176. Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    177. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2021. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model Averaging," Japan and the World Economy, Elsevier, vol. 57(C).
    178. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.

  28. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
    2. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Alina Ozhegova & Evgeniy M. Ozhegov, 2018. "Heterogeneity in demand for performances and seats in the theatre," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 17(3), pages 131-145, June.
    4. Olga Miroshnichenko & Elena Iakovleva & Natalia Voronova, 2022. "Banking Sector Profitability: Does Household Income Matter?," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    5. Yangyang Chen & Rui Ge & Henock Louis & Leon Zolotoy, 2019. "Stock liquidity and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 24(1), pages 309-340, March.
    6. Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
    7. Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics 716, University of Gothenburg, Department of Economics.
    8. Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers 2301.07241, arXiv.org, revised Dec 2023.
    9. Muller, Christophe, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
    10. Kim, Young-Joo & Daly, Vincent, 2019. "The Education Gradient in Health: The Case of Obesity in the UK and US," Economics Discussion Papers 2019-4, School of Economics, Kingston University London.
    11. Yuya Sasaki & Takuya Ura & Yichong Zhang, 2020. "Unconditional Quantile Regression with High Dimensional Data," Papers 2007.13659, arXiv.org, revised Feb 2022.
    12. Jaeun Choi & A. James O'Malley, 2017. "Estimating the causal effect of treatment in observational studies with survival time end points and unmeasured confounding," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 159-185, January.
    13. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    14. L. Benfratello & A. Bottasso & C. Piccardo, 2022. "R&D and export performance: exploring heterogeneity along the export intensity distribution," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(2), pages 189-232, June.
    15. Männasoo, Kadri, 2022. "Working hours and gender wage differentials: Evidence from the American Working Conditions Survey," Labour Economics, Elsevier, vol. 76(C).
    16. Konstantinos Konstantaras & Vasilios Sogiakas, 2019. "Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs," Annals of Operations Research, Springer, vol. 282(1), pages 179-216, November.
    17. Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 768-781, December.
    18. Amanda E. Kowalski, 2016. "Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments," NBER Working Papers 22363, National Bureau of Economic Research, Inc.
    19. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022. "Household saving, health, and healthcare utilization in Japan [Stature, obesity, and portfolio choice]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 473-497.
    20. Bo Wei & Limin Peng & Mei‐Jie Zhang & Jason P. Fine, 2021. "Estimation of causal quantile effects with a binary instrumental variable and censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 559-578, July.
    21. Mukasa Adamon N. & Anthony M. Simpasa & Adeleke Oluwole Salami, 2017. "Working Paper 247 - Credit constraints and farm productivity: Micro-level evidence from smallholder farmers in Ethiopia," Working Paper Series 2356, African Development Bank.
    22. Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Finance and Economics Discussion Series 2021-002, Board of Governors of the Federal Reserve System (U.S.).
    23. Leon Zolotoy & Don O’Sullivan & Geoffrey P. Martin & Robert M. Wiseman, 2021. "Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance," Journal of Management Studies, Wiley Blackwell, vol. 58(3), pages 782-814, May.
    24. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    25. Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom, 2020. "Nonparametric instrumental regression with right censored duration outcomes," Papers 2011.10423, arXiv.org.
    26. Jad Beyhum, 2021. "Two-stage least squares with a randomly right censored outcome," Papers 2110.05107, arXiv.org.
    27. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous effects of high school peers on educational outcomes," Ruhr Economic Papers 612, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    28. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    29. Jad Beyhum & Jean-Pierre Florens & Ingrid Van Keilegom, 2021. "A nonparametric instrumental approach to endogeneity in competing risks models," Papers 2105.00946, arXiv.org.
    30. Aldieri, Luigi & Vinci, Concetto Paolo, 2017. "Quantile regression for Panel data: An empirical approach for knowledge spillovers endogeneity," MPRA Paper 76405, University Library of Munich, Germany.
    31. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
    32. Evgeniy M. Ozhegov & Alina Ozhegova, 2020. "Regression tree model for prediction of demand with heterogeneity and censorship," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 489-500, April.
    33. Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
    34. Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
    35. Justin Falk, 2023. "The Effects of Work Requirements on the Employment and Income of TANF Participants: Working Paper 2023-03," Working Papers 58867, Congressional Budget Office.
    36. Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
    37. James E. Payne & James W. Saunoris, 2020. "Corruption and Firm Tax Evasion in Transition Economies: Results from Censored Quantile Instrumental Variables Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 195-206, June.
    38. Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.
    39. Pourya Valizadeh & Shu Wen Ng, 2021. "Would A National Sugar‐Sweetened Beverage Tax in the United States Be Well Targeted?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 961-986, May.
    40. Brown, Sarah & Taylor, Karl, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," IZA Discussion Papers 9318, Institute of Labor Economics (IZA).
    41. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB-Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    42. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions," IZA Discussion Papers 11294, Institute of Labor Economics (IZA).
    43. Abi Adams & Richard Blundell & Martin Browning & Ian Crawford, 2015. "Prices versus preferences: taste change and revealed preference," IFS Working Papers W15/11, Institute for Fiscal Studies.
    44. Virginie Vial & Julien Hanoteau, 2015. "Returns to Micro-Entrepreneurship in an Emerging Economy: A Quantile Study of Entrepreneurial Indonesian Households’ Welfare," Post-Print hal-01457392, HAL.
    45. Roger, Muriel & Savignac, Frédérique & d’Addio, Anna, 2020. "Pensions and household savings: cross-country heterogeneity in Europe," Working Paper Series 2372, European Central Bank.
    46. Basha, Shabeen Afsar & Bennasr, Hamdi & Goaied, Mohamed, 2023. "Financial literacy, financial development, and leverage of small firms," International Review of Financial Analysis, Elsevier, vol. 86(C).
    47. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
    48. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    49. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    50. Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
    51. Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
    52. Evgeniy M. Ozhegov & Alina Ozhegova, 2017. "Regression Tree Model for Analysis of Demand with Heterogeneity and Censorship," HSE Working papers WP BRP 174/EC/2017, National Research University Higher School of Economics.
    53. David M. Kaplan, 2020. "sivqr: Smoothed IV quantile regression," Working Papers 2009, Department of Economics, University of Missouri.
    54. Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020. "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers 20-1164, Toulouse School of Economics (TSE).
    55. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
    56. Jau-er Chen & Masanori Kashiwagi, 2017. "The Japanese Taylor rule estimated using censored quantile regressions," Empirical Economics, Springer, vol. 52(1), pages 357-371, February.
    57. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    58. Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
    59. Tatsushi Oka & Ken Yamada, 2023. "Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality," Journal of Human Resources, University of Wisconsin Press, vol. 58(1), pages 335-362.
    60. Sanna Nivakoski, 2020. "Wealth and the effect of subjective survival probability," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 633-670, April.
    61. Amanda E. Kowalski, 2018. "Extrapolation using Selection and Moral Hazard Heterogeneity from within the Oregon Health Insurance Experiment," Cowles Foundation Discussion Papers 2135, Cowles Foundation for Research in Economics, Yale University.
    62. Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022. "Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data," AMSE Working Papers 2214, Aix-Marseille School of Economics, France.
    63. Blanco, German & Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2018. "Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance," GLO Discussion Paper Series 288, Global Labor Organization (GLO).
    64. Jorge V Pérez-Rodríguez & Francisco Ledesma-Rodríguez, 2021. "Unconditional quantile regression and tourism expenditure: The case of the Canary Islands," Tourism Economics, , vol. 27(4), pages 626-648, June.
    65. Bucheli, José R. & Fontenla, Matías & Waddell, Benjamin James, 2019. "Return migration and violence," World Development, Elsevier, vol. 116(C), pages 113-124.
    66. Lima, Luiz Renato & Mesquita, Shirley & Wanamaker, Marianne, 2015. "Child labor and the wealth paradox: The role of altruistic parents," Economics Letters, Elsevier, vol. 130(C), pages 80-82.
    67. Alina Buzanakova & Evgeniy M. Ozhegov, 2016. "Demand for performing arts: the effect of unobserved quality on price elasticity," ACEI Working Paper Series AWP-05-2016, Association for Cultural Economics International, revised Jun 2016.
    68. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2017. "Subcontracting and the survival of plants in the road construction industry: A panel quantile regression analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 113-131.
    69. Aziz N. Berdiev & James W. Saunoris, 2023. "The case for independence: Does central bank independence curb the spread of the underground economy?," Kyklos, Wiley Blackwell, vol. 76(3), pages 407-435, August.
    70. Amanda E. Kowalski, 2016. "Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured"," Cowles Foundation Discussion Papers 2045, Cowles Foundation for Research in Economics, Yale University.
    71. Chen, Songnian & Wang, Qian, 2023. "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, vol. 234(1), pages 205-226.
    72. Broberg, Thomas & Kazukauskas, Andrius, 2014. "Inefficiencies in residential use of energy - A critical overview of literature and energy efficiency policies in EU and Sweden," CERE Working Papers 2014:7, CERE - the Center for Environmental and Resource Economics.
    73. Affuso, Ermanno & Hite, Diane, 2013. "A model for sustainable land use in biofuel production: An application to the state of Alabama," Energy Economics, Elsevier, vol. 37(C), pages 29-39.
    74. Sugimoto, Kota, 2021. "Ownership versus legal unbundling of electricity transmission network: Evidence from renewable energy investment in Germany," Energy Economics, Elsevier, vol. 99(C).
    75. Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019. "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 251-263.
    76. Kiran Krishnamurthy, Chandra & Kriström, Bengt, 2013. "Determinants of the price-premium for Green Energy: Evidence from an OECD cross-section," CERE Working Papers 2013:7, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    77. J Doran & G Ryan, 2016. "The effectiveness of R&D and external interaction for innovation: Insights from quantile regression," Economic Issues Journal Articles, Economic Issues, vol. 21(1), pages 47-65, March.
    78. Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021. "Quantile Regression with Generated Regressors," Econometrics, MDPI, vol. 9(2), pages 1-35, April.
    79. Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022. "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, vol. 110(C).

  29. Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers CWP40/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Becker, Sascha O. & Hvide, Hans K., 2013. "Do entrepreneurs matter?," CEPR Discussion Papers 9295, C.E.P.R. Discussion Papers.
    2. Lee, Ji Hyung, 2016. "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
    3. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    4. Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
    5. Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
    6. Martina Pons, 2022. "The impact of air pollution on birthweight: evidence from grouped quantile regression," Empirical Economics, Springer, vol. 62(1), pages 279-296, January.
    7. Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2022. "Inference for extremal regression with dependent heavy-tailed data," TSE Working Papers 22-1324, Toulouse School of Economics (TSE), revised 29 Aug 2023.
    8. D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2018. "Extremal quantile regressions for selection models and the black–white wage gap," Journal of Econometrics, Elsevier, vol. 203(1), pages 129-142.
    9. Wang, Yulong & Xiao, Zhijie, 2022. "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
    10. Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
    11. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    12. Yuya Sasaki & Yulong Wang, 2022. "Fixed-k Inference for Conditional Extremal Quantiles," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
    13. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    14. Xavier D’Haultfoeuille & Arnaud Maurel & Xiaoyun Qiu & Yichong Zhang, 2020. "Estimating selection models without an instrument with Stata," Stata Journal, StataCorp LP, vol. 20(2), pages 297-308, June.
    15. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
    16. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
    17. Daisuke Kurisu & Taisuke Otsu, 2021. "Nonparametric inference for extremal conditional quantiles," STICERD - Econometrics Paper Series 616, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    18. Vladislav Morozov, 2022. "Inference on Extreme Quantiles of Unobserved Individual Heterogeneity," Papers 2210.08524, arXiv.org, revised Jun 2023.
    19. Marilena Furno & Francesco Caracciolo, 2020. "Multi-valued Double Robust quantile treatment effect," Empirical Economics, Springer, vol. 58(5), pages 2545-2571, May.
    20. Kurisu, Daisuke & Otsu, Taisuke, 2023. "Subsampling inference for nonparametric extremal conditional quantiles," LSE Research Online Documents on Economics 120365, London School of Economics and Political Science, LSE Library.
    21. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019. "Fast Algorithms for the Quantile Regression Process," Papers 1909.05782, arXiv.org, revised Apr 2020.
    22. Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 10/22, Monash University, Department of Econometrics and Business Statistics.
    23. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    24. Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
    25. Yuya Sasaki & Yulong Wang, 2020. "Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators," Papers 2006.02541, arXiv.org, revised Sep 2020.
    26. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
    27. Wei‐han Liu, 2020. "Are Gold and Government Bond Safe‐Haven Assets? An Extremal Quantile Regression Analysis," International Review of Finance, International Review of Finance Ltd., vol. 20(2), pages 451-483, June.
    28. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    29. Grimsby, Gjermund, 2018. "Partly risky, partly solid – Performance study of public innovation loans," Research Policy, Elsevier, vol. 47(7), pages 1344-1365.
    30. Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2022. "Weighted-average quantile regression," Papers 2203.03032, arXiv.org.
    31. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo.
    32. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    33. Xiong, Qizhou, 2015. "Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households," IWH Discussion Papers 11/2015, Halle Institute for Economic Research (IWH).
    34. Aida Caldera Sánchez & Oliver Röhn, 2016. "How do policies influence GDP tail risks?," OECD Economics Department Working Papers 1339, OECD Publishing.
    35. Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
    36. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.
    37. He, Fengyang & Wang, Huixia Judy & Zhou, Yuejin, 2022. "Extremal quantile autoregression for heavy-tailed time series," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).

  30. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers 73/13, Institute for Fiscal Studies.
    2. Dimitrios Panagiotou, 2021. "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, vol. 1(7), pages 1-18, July.
    3. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
    4. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
    5. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
    6. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    7. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    8. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    9. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
    10. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers 202138, University of Pretoria, Department of Economics.
    11. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Oct 2019.
    12. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP75/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers CWP10/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2023. "The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1845-1857, April.
    15. Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
    16. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
    18. Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017. "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series 7933, The World Bank.
    19. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
    20. Hao, Meiling & Lin, Yuanyuan & Shen, Guohao & Su, Wen, 2023. "Nonparametric inference on smoothed quantile regression process," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    21. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Nov 2023.
      • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
    23. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    25. Lin, Fangzheng & Tang, Yanlin & Zhu, Zhongyi, 2020. "Weighted quantile regression in varying-coefficient model with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    26. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    27. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
    28. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Uniform post selection inference for LAD regression and other Z-estimation problems," CeMMAP working papers 51/14, Institute for Fiscal Studies.
    29. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
    30. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020. "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers 202063, University of Pretoria, Department of Economics.
    31. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    32. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
    33. Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik, 2019. "Prediction Intervals for Synthetic Control Methods," Papers 1912.07120, arXiv.org, revised Sep 2021.
    34. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
    35. Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Papers 2009.08568, arXiv.org, revised Sep 2021.
    36. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
    37. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020. "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers 202085, University of Pretoria, Department of Economics.
    38. Vira Semenova, 2020. "Generalized Lee Bounds," Papers 2008.12720, arXiv.org, revised Feb 2023.
    39. Matias D. Cattaneo & Ricardo P. Masini & William G. Underwood, 2022. "Yurinskii's Coupling for Martingales," Papers 2210.00362, arXiv.org, revised Mar 2024.
    40. Shujie Ma & Oliver Linton & Jiti Gao, 2018. "Estimation in semiparametric quantile factor models," CeMMAP working papers CWP07/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Richard Spady & Sami Stouli, 2012. "Dual Regression," Papers 1210.6958, arXiv.org, revised Sep 2018.
    42. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    43. Zhipeng Liao & Xiaoxia Shi, 2020. "A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models," Quantitative Economics, Econometric Society, vol. 11(3), pages 983-1017, July.
    44. Torossian, Léonard & Picheny, Victor & Faivre, Robert & Garivier, Aurélien, 2020. "A review on quantile regression for stochastic computer experiments," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    45. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
    46. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Xi Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Scott Kostyshak & Ye Luo, 2018. "Shape-Enforcing Operators for Point and Interval Estimators," Papers 1809.01038, arXiv.org, revised Feb 2021.
    48. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers 24/13, Institute for Fiscal Studies.
    49. Feng, Xingdong & Liu, Qiaochu & Wang, Caixing, 2023. "A lack-of-fit test for quantile regression process models," Statistics & Probability Letters, Elsevier, vol. 192(C).
    50. Tengyuan Liang, 2022. "Universal prediction band via semi‐definite programming," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1558-1580, September.
    51. Rangan Gupta & Damien Moodley, 2023. "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers 202335, University of Pretoria, Department of Economics.
    52. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019. "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 65-82, February.
    53. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
    54. Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
    55. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    56. Efang Kong & Oliver Linton & Yingcun Xia, 2011. "Global Bahadur representation for nonparametric censored regression quantiles and its applications," CeMMAP working papers CWP33/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    57. Victor Chernozhukov & Vira Semenova, 2018. "Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions," CeMMAP working papers CWP40/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Qihui Chen, 2022. "Robust Estimation of Conditional Factor Models," Papers 2204.00801, arXiv.org, revised Apr 2022.
    59. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
    60. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
    61. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017. "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers 2017-11, University of Connecticut, Department of Economics.
    62. Holly Brannelly & Andrea Macrina & Gareth W. Peters, 2021. "Stochastic measure distortions induced by quantile processes for risk quantification and valuation," Papers 2201.02045, arXiv.org.
    63. Erik Figueiredo & Luiz Lima & Georg Schaur, 2016. "The effect of the Euro on the bilateral trade distribution," Empirical Economics, Springer, vol. 50(1), pages 17-29, February.

  31. Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.

    Cited by:

    1. Hao Bo & Sebastian Galiani, 2019. "Assessing External Validity," NBER Working Papers 26422, National Bureau of Economic Research, Inc.
    2. Dehejia, Rajeev & Pop-Eleches, Cristian & Samii, Cyrus, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," IZA Discussion Papers 9300, Institute of Labor Economics (IZA).
    3. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    4. de Luna Xavier & Johansson Per, 2014. "Testing for the Unconfoundedness Assumption Using an Instrumental Assumption," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 1-13, September.
    5. Becker, Sascha O & Egger, Peter H & Von Ehrlich, Maximilian, 2012. "Absorptive Capacity and the Growth and Investment Effects of Regional Transfers: Regression Discontinuity Design with Heterogeneous Treatment Effects," CAGE Online Working Paper Series 89, Competitive Advantage in the Global Economy (CAGE).
    6. Angrist, Joshua & Rokkanen, Miikka, 2013. "Wanna Get Away? RD Identification Away from the Cutoff," IZA Discussion Papers 7429, Institute of Labor Economics (IZA).
    7. Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers 2009.02642, arXiv.org, revised Sep 2022.
    8. Aaronson, Daniel & Dehejia, Rajeev & Jordon, Andrew & Pop-Eleches, Cristian & Samii, Cyrus & Schultze, Karl, 2017. "The Effect of Fertility on Mothers’ Labor Supply over the Last Two Centuries," MPRA Paper 76768, University Library of Munich, Germany.
    9. Wunsch, Conny & Strobl, Renate, 2018. "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Designs," IZA Discussion Papers 11626, Institute of Labor Economics (IZA).
    10. Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Papers (Old Series) 1310, Federal Reserve Bank of Cleveland.
    11. Hans Fricke & Markus Frölich & Martin Huber & Michael Lechner, 2020. "Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 481-504, August.
    12. Heng Chen & Geoffrey Dunbar & Q. Rallye Shen, 2020. "The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 341-357, Emerald Group Publishing Limited.
    13. de Luna, Xavier & Johansson, Per, 2012. "Testing for nonparametric identification of causal effects in the presence of a quasi-instrument," Working Paper Series 2012:14, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    14. Ethan Kaplan & Fernando Saltiel & Sergio S. Urzúa, 2019. "Voting for Democracy: Chile's Plebiscito and the Electoral Participation of a Generation," NBER Working Papers 26440, National Bureau of Economic Research, Inc.
    15. Meager, Rachael, 2022. "Aggregating distributional treatment effects: a Bayesian hierarchical analysis of the microcredit literature," LSE Research Online Documents on Economics 115559, London School of Economics and Political Science, LSE Library.
    16. Frölich, Markus & Melly, Blaise, 2008. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers 3671, Institute of Labor Economics (IZA).
    17. Meager, Rachael & Sturdy, Jennifer, 2017. "Aggregating Distributional Treatment Effects: A Bayesian Hierarchical Analysis of the Microcredit Literature," MetaArXiv 7tkvm, Center for Open Science.
    18. Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2017. "Beyond LATE with a Discrete Instrument," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 985-1039.
    19. Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2017. "Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training," GLO Discussion Paper Series 93, Global Labor Organization (GLO).
    20. Peter Hull, 2018. "Estimating Treatment Effects in Mover Designs," Papers 1804.06721, arXiv.org.
    21. James Bisbee & Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2015. "Local Instruments, Global Extrapolation: External Validity of the Labor Supply-Fertility Local Average Treatment Effect," NBER Working Papers 21663, National Bureau of Economic Research, Inc.
    22. Belchior, Carlos Alberto & Gonzaga, Gustavo & Ulyssea, Gabriel, 2023. "Unpacking Neighborhood Effects: Experimental Evidence from a Large-Scale Housing Program in Brazil," IZA Discussion Papers 16113, Institute of Labor Economics (IZA).
    23. Lant Pritchett & Salimah Samji & Jeffrey Hammer, 2012. "It’s All About MeE: Using Structured Experiential Learning (‘e’) to Crawl the Design Space," CID Working Papers 249, Center for International Development at Harvard University.
    24. Williams, Martin J., 2020. "Beyond ‘context matters’: Context and external validity in impact evaluation," World Development, Elsevier, vol. 127(C).
    25. Beatrice Baaba Tawiah, 2023. "The Effect of Children on Health," Working Papers Dissertations 103, Paderborn University, Faculty of Business Administration and Economics.
    26. Sara Cools & Jon H. Fiva & Lars Johannessen Kirkebøen, 2011. "Causal effects of paternity leave on children and parents," Discussion Papers 657, Statistics Norway, Research Department.
    27. Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression," Papers 1610.05448, arXiv.org.
    28. Hunt Allcott, 2012. "Site Selection Bias in Program Evaluation," NBER Working Papers 18373, National Bureau of Economic Research, Inc.
    29. Sara Cools & Simen Markussen & Marte Strøm, 2017. "Children and Careers: How Family Size Affects Parents’ Labor Market Outcomes in the Long Run," Demography, Springer;Population Association of America (PAA), vol. 54(5), pages 1773-1793, October.
    30. Fujiwara, Daniel, 2013. "A general method for valuing non-market goods using wellbeing data: three-stage wellbeing valuation," LSE Research Online Documents on Economics 51577, London School of Economics and Political Science, LSE Library.
    31. Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
    32. Brutscher, P-B., 2012. "Making Sense of Oil Stamp Saving Schemes," Cambridge Working Papers in Economics 1203, Faculty of Economics, University of Cambridge.
    33. Daniel Fujiwara, 2013. "A General Method for Valuing Non-Market Goods Using Wellbeing Data: Three-Stage Wellbeing Valuation," CEP Discussion Papers dp1233, Centre for Economic Performance, LSE.

  32. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Average and Quantile Effects in Nonseparable Panel Models," Papers 0904.1990, arXiv.org, revised Mar 2013.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    3. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    5. Carro, Jesús M. & Pronkina, Elizaveta, 2021. "The heterogeneous effects of the Great Recession on informal care to the elderly," UC3M Working papers. Economics 33444, Universidad Carlos III de Madrid. Departamento de Economía.
    6. Christopher Dobronyi & Jiaying Gu & Kyoo il Kim, 2021. "Identification of Dynamic Panel Logit Models with Fixed Effects," Papers 2104.04590, arXiv.org, revised Apr 2021.
    7. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    8. Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.
    9. Pedro H. C. Sant'Anna & Jun B. Zhao, 2018. "Doubly Robust Difference-in-Differences Estimators," Papers 1812.01723, arXiv.org, revised May 2020.
    10. Desire Kedagni & Kala Krishna & Rigissa Megalokonomou & Yingyan Zhao, 2019. "Does Class Size Matter? How, and at What Cost?," NBER Working Papers 25736, National Bureau of Economic Research, Inc.
    11. Shu Yang & Yunshu Zhang, 2023. "Multiply robust matching estimators of average and quantile treatment effects," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 235-265, March.
    12. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    13. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
    14. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    15. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
    16. Clément de Chaisemartin & Xavier D’haultfœuille, 2022. "Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey," Post-Print hal-03873885, HAL.
    17. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    18. Pauline Givord & Lionel Wilner, 2015. "When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 787-805, August.
    19. Michelle Marcus & Pedro H. C. Sant’Anna, 2021. "The Role of Parallel Trends in Event Study Settings: An Application to Environmental Economics," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 8(2), pages 235-275.
    20. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    21. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    22. Carro, Jesús M. & Traferri, Alejandra, 2011. "State dependence and heterogeneity in health using a bias corrected fixed effects estimator," UC3M Working papers. Economics we1118, Universidad Carlos III de Madrid. Departamento de Economía.
    23. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    24. Jackson Bunting, 2022. "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers 2202.03960, arXiv.org, revised Feb 2024.
    25. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
    26. Victor Aguirregabiria, 2023. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 1-25.
    27. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2023. "Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions," CeMMAP working papers 20/23, Institute for Fiscal Studies.
    28. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
    29. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    30. Cheng Hsiao & Qi Li & Zhongwen Liang & Wei Xie, 2019. "Panel Data Estimation for Correlated Random Coefficients Models," Econometrics, MDPI, vol. 7(1), pages 1-18, February.
    31. Benjamin Williams, 2018. "Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity," Working Papers 2018-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    32. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
    33. Tymon S{l}oczy'nski, 2018. "Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights," Papers 1810.01576, arXiv.org, revised May 2020.
    34. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
    35. Sloczynski, Tymon, 2018. "A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands," IZA Discussion Papers 11866, Institute of Labor Economics (IZA).
    36. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    37. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    38. Cassidy, Rachel & Groot Bruinderink, Marije & Janssens, Wendy & Morsink, Karlijn, 2021. "The power to protect: Household bargaining and female condom use," Journal of Development Economics, Elsevier, vol. 153(C).
    39. Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
    40. Dmitry Arkhangelsky & Guido W. Imbens, 2021. "Double-Robust Identification for Causal Panel Data Models," NBER Working Papers 28364, National Bureau of Economic Research, Inc.
    41. Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Papers 2309.05639, arXiv.org, revised Jan 2024.
    42. Ghanem, Dalia & Zhang, Junjie, 2014. "‘Effortless Perfection:’ Do Chinese cities manipulate air pollution data?," Journal of Environmental Economics and Management, Elsevier, vol. 68(2), pages 203-225.
    43. Xiao, Zhijie & Xu, Lan, 2019. "What do mean impacts miss? Distributional effects of corporate diversification," Journal of Econometrics, Elsevier, vol. 213(1), pages 92-120.
    44. Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
    45. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    46. Mikkel Plagborg-Moller & Gita Gopinath & Emine Boz, 2017. "Global Trade and the Dollar," 2017 Meeting Papers 1041, Society for Economic Dynamics.
    47. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
    48. Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    49. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    50. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    51. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
    52. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    53. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
    54. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
    55. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
    56. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    57. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
    58. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2022. "Efficient Bias Correction for Cross-section and Panel Data," Papers 2207.09943, arXiv.org, revised Jan 2024.
    59. Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    60. Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting individual effects in fixed effects panel probit models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1109-1145, July.
    61. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    62. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper 110031, University Library of Munich, Germany.
    63. Laurent Davezies & Xavier D'Haultfoeuille & Martin Mugnier, 2020. "Fixed Effects Binary Choice Models with Three or More Periods," Papers 2009.08108, arXiv.org, revised Sep 2022.
    64. Sun, Liyang & Abraham, Sarah, 2021. "Estimating dynamic treatment effects in event studies with heterogeneous treatment effects," Journal of Econometrics, Elsevier, vol. 225(2), pages 175-199.
    65. Charles E. Gibbons & Juan Carlos Suárez Serrato & Michael B. Urbancic, 2014. "Broken or Fixed Effects?," NBER Working Papers 20342, National Bureau of Economic Research, Inc.
    66. Jennifer Betz & Maximilian Nagl & Daniel Rösch, 2022. "Credit line exposure at default modelling using Bayesian mixed effect quantile regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2035-2072, October.
    67. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
    68. Paul Contoyannis & Jinhu Li, 2017. "The dynamics of adolescent depression: an instrumental variable quantile regression with fixed effects approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 907-922, June.
    69. Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers 12928, Institute of Labor Economics (IZA).
    70. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    71. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
    72. Harding, Matthew & Lamarche, Carlos, 2013. "Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences," IZA Discussion Papers 7741, Institute of Labor Economics (IZA).
    73. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
    74. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    75. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    76. James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.
    77. Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    78. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
    79. Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
    80. Valentin Verdier, 2020. "Average treatment effects for stayers with correlated random coefficient models of panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 917-939, November.
    81. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
    82. Chad Hazlett & Tanvi Shinkre, 2024. "Understanding and avoiding the "weights of regression": Heterogeneous effects, misspecification, and longstanding solutions," Papers 2403.03299, arXiv.org.
    83. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    84. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
    85. Xavier d'Haultfoeuille & Roland Rathelot, 2011. "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers 2011-18, Center for Research in Economics and Statistics.
    86. Peter Hull, 2018. "Estimating Treatment Effects in Mover Designs," Papers 1804.06721, arXiv.org.
    87. Victor Aguirregabiria & Jesus M. Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Papers 2107.06141, arXiv.org.
    88. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    89. Laurent Davezies & Xavier D'Haultfoeuille & Louise Laage, 2021. "Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Oct 2022.
    90. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024. "Robust analysis of short panels," CeMMAP working papers 01/24, Institute for Fiscal Studies.
    91. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised Dec 2023.
    92. Jungmo Yoon & Antonio F. Galvao, 2020. "Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects," Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
    93. Ming Li, 2021. "A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions," Papers 2110.00982, arXiv.org.
    94. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    95. Mr. Alberto Behar & Ramin Hassan, 2022. "The Current Account Income Balance: External Adjustment Channel or Vulnerability Amplifier?," IMF Working Papers 2022/106, International Monetary Fund.
    96. Kasy, Maximilian, 2022. "Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages," Journal of Econometrics, Elsevier, vol. 226(1), pages 155-170.
    97. Travis A. Smith, 2017. "Do School Food Programs Improve Child Dietary Quality?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(2), pages 339-356.
    98. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Mar 2024.
    99. Brantly Callaway & Weige Huang, 2020. "Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 808-842, August.
    100. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    101. Bartolucci, Francesco & Pigini, Claudia, 2019. "Partial effects estimation for fixed-effects logit panel data models," MPRA Paper 92243, University Library of Munich, Germany.
    102. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    103. Eleni (E.) Aristodemou, 2018. "Semiparametric Identification in Panel Data Discrete Response Models," Tinbergen Institute Discussion Papers 18-065/III, Tinbergen Institute.
    104. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    105. Hospido, Laura & Moral-Benito, Enrique, 2014. "The Public Sector Wage Premium in Spain: Evidence from Longitudinal Administrative Data," IZA Discussion Papers 8315, Institute of Labor Economics (IZA).
    106. Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
    107. Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen, 2023. "A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health," Papers 2308.04963, arXiv.org.
    108. Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
    109. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    110. Słoczyński, Tymon, 2012. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper 39524, University Library of Munich, Germany.
    111. Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
    112. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
    113. Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Feb 2024.
    114. Yonggang Ji & Haifang Shi, 2020. "Bayesian variable selection in linear quantile mixed models for longitudinal data with application to macular degeneration," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-34, October.
    115. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    116. Douglas L. Miller & Na’ama Shenhav & Michel Grosz, 2023. "Selection into Identification in Fixed Effects Models, with Application to Head Start," Journal of Human Resources, University of Wisconsin Press, vol. 58(5), pages 1523-1566.
    117. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    118. Kosuke Imai & In Song Kim, 2019. "When Should We Use Unit Fixed Effects Regression Models for Causal Inference with Longitudinal Data?," American Journal of Political Science, John Wiley & Sons, vol. 63(2), pages 467-490, April.
    119. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    120. Dmitry Arkhangelsky & Guido Imbens, 2018. "Fixed Effects and the Generalized Mundlak Estimator," Papers 1807.02099, arXiv.org, revised Aug 2023.
    121. St'ephane Bonhomme & Kevin Dano, 2023. "Functional Differencing in Networks," Papers 2307.11484, arXiv.org.
    122. Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
    123. David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
    124. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Dec 2023.
    125. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    126. Goodman-Bacon, Andrew, 2021. "Difference-in-differences with variation in treatment timing," Journal of Econometrics, Elsevier, vol. 225(2), pages 254-277.
    127. Brantly Callaway & Emmanuel Selorm Tsyawo, 2023. "Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends," Papers 2308.02899, arXiv.org.
    128. Rodolphe Desbordes & Markus Eberhardt, 2019. "Gravity," Discussion Papers 2019-02, University of Nottingham, GEP.
    129. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
    130. Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute of Labor Economics (IZA).
    131. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    132. Sherrilyn Billger & Carlos Lamarche, 2015. "A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States," Empirical Economics, Springer, vol. 49(2), pages 705-750, September.
    133. Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
    134. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
    135. Rodolphe Desbordes & Markus Eberhardt, 2022. "Climate change and economic prosperity: Evidence from a flexible damage function," Discussion Papers 2022-06, University of Nottingham, GEP.
    136. Brantly Callaway, 2022. "Difference-in-Differences for Policy Evaluation," Papers 2203.15646, arXiv.org.
    137. Ali Aghamohammadi, 2018. "Bayesian analysis of dynamic panel data by penalized quantile regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 91-108, March.
    138. Michael P. Leung & Hyungsik Roger Moon, 2019. "Normal Approximation in Large Network Models," Papers 1904.11060, arXiv.org, revised Feb 2023.
    139. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
    140. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  33. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
    2. Kolodziej, Ingo W.K. & García-Gómez, Pilar, 2019. "Saved by retirement: Beyond the mean effect on mental health," Social Science & Medicine, Elsevier, vol. 225(C), pages 85-97.
    3. Romuald Meango, 2023. "Identification of Ex Ante Returns Using Elicited Choice Probabilities," Papers 2303.03009, arXiv.org.
    4. Ilias Georgakopoulos, 2019. "Income and Wealth Inequality in Malta," International Journal of Social Science Studies, Redfame publishing, vol. 7(5), pages 58-71, September.
    5. Jean‐Paul Chavas & Giorgia Rivieccio & Salvatore Di Falco & Giovanni De Luca & Fabian Capitanio, 2022. "Agricultural diversification, productivity, and food security across time and space," Agricultural Economics, International Association of Agricultural Economists, vol. 53(S1), pages 41-58, November.
    6. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
    7. Piazzalunga, Daniela & Di Tommaso, Maria Laura, 2016. "The Increase of the Gender Wage Gap in Italy during the 2008-2012 Economic Crisis," IZA Discussion Papers 9931, Institute of Labor Economics (IZA).
    8. Piazzalunga, Daniela, 2017. "The Gender Wage Gap among College Graduates in Italy," IZA Discussion Papers 11045, Institute of Labor Economics (IZA).
    9. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Christian Manuel Posso Suárez, 2008. "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," Borradores de Economia 5003, Banco de la Republica.
    11. Quinn Andrew Wesley Keefer, 2013. "Compensation Discrimination for Defensive Players," Journal of Sports Economics, , vol. 14(1), pages 23-44, February.
    12. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    13. Todd Morris, 2022. "The unequal burden of retirement reform: Evidence from Australia," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 592-619, April.
    14. Sebastian Leitner, 2016. "Drivers of Wealth Inequality in Euro-Area Countries," wiiw Working Papers 122, The Vienna Institute for International Economic Studies, wiiw.
    15. Francesconi, Marco & Parey, Matthias, 2018. "Early Gender Gaps among University Graduates," IZA Discussion Papers 11361, Institute of Labor Economics (IZA).
    16. Jidong Yang & Kai Liu & Yiran Zhang, 2019. "Happiness Inequality in China," Journal of Happiness Studies, Springer, vol. 20(8), pages 2747-2771, December.
    17. Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
    18. Richey, Jeremiah & Rosburg, Alicia, 2016. "Understanding intergenerational economic mobility by decomposing joint distributions," MPRA Paper 72665, University Library of Munich, Germany.
    19. Fitzenberger Bernd & Sommerfeld Katrin, 2016. "A Sequential Decomposition of the Drop in Collective Bargaining Coverage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 37-69, February.
    20. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    21. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    22. Patricia Gallego-Granados & Johannes Geyer, 2015. "Distributional and Behavioral Effects of the Gender Wage Gap," Discussion Papers of DIW Berlin 1469, DIW Berlin, German Institute for Economic Research.
    23. Clément de Chaisemartin & Xavier d'Haultfoeuille, 2014. "Fuzzy Changes-in-Changes," Working Papers 2014-18, Center for Research in Economics and Statistics.
    24. Helmut Hofer & Gerlinde Titelbach & Rudolf Winter-Ebmer, 2014. "Wage discrimination against immigrants in Austria?," NRN working papers 2014-07, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    25. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    26. Goodman-Bacon, Andrew & Schmidt, Lucie, 2020. "Federalizing benefits: The introduction of Supplemental Security Income and the size of the safety net," Journal of Public Economics, Elsevier, vol. 185(C).
    27. Faruk, Avinno, 2019. "Analysing the glass ceiling and sticky floor effects in Bangladesh: Evidence, extent and elements," MPRA Paper 92137, University Library of Munich, Germany.
    28. Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
    29. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    30. Zhang, Lei & Yi, Yimin, 2018. "What contributes to the rising house prices in Beijing? A decomposition approach," Journal of Housing Economics, Elsevier, vol. 41(C), pages 72-84.
    31. Brochu, Pierre & Green, David A. & Lemieux, Thomas & Townsend, James, 2023. "The Minimum Wage, Turnover, and the Shape of the Wage Distribution," IZA Discussion Papers 16514, Institute of Labor Economics (IZA).
    32. Cozzi, Guido & Galli, Silvia & Mantovan, Noemi, 2018. "Will a shrink make you richer? Gender differences in the effects of psychotherapy on labour efficiency," European Economic Review, Elsevier, vol. 109(C), pages 257-274.
    33. Antonczyk, Dirk & Fitzenberger, Bernd & Sommerfeld, Katrin, 2010. "Rising wage inequality, the decline of collective bargaining, and the gender wage gap," Labour Economics, Elsevier, vol. 17(5), pages 835-847, October.
    34. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages between European Sovereign Bond and Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
    35. Böheim, René & Himpele, Klemens & Mahringer, Helmut & Zulehner, Christine, 2013. "The distribution of the gender wage gap in Austria : evidence from matched employer-employee data and tax records," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 46(1), pages 19-34.
    36. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
    37. José Garcia Montalvo & Marta Reynal-Querol, 2019. "Gender and credit risk: a view from the loan officer's desk," Economics Working Papers 1644, Department of Economics and Business, Universitat Pompeu Fabra.
    38. Doorley, Karina & Sierminska, Eva, 2012. "Myth or Fact? The Beauty Premium across the Wage Distribution," IZA Discussion Papers 6674, Institute of Labor Economics (IZA).
    39. Andrew E Clark & Rong Zhu, 2023. "Taking Back Control? Quasi-Experimental Evidence on the Impact of Retirement on Locus of Control," PSE Working Papers halshs-04335808, HAL.
    40. Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021. "A decomposition method to evaluate the `paradox of progress' with evidence for Argentina," Papers 2112.03836, arXiv.org.
    41. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    42. Sánchez-Jabba, Andrés Mauricio, 2014. "Etnia y rendimiento académico en Colombia," Chapters, in: Sánchez Jabba, Andrés & Otero Cortés, Andrea (ed.), Educación y desarrollo regional en Colombia, chapter 2, pages 59-100, Banco de la Republica de Colombia.
    43. Rothe, Christoph, 2012. "Decomposing the Composition Effect," IZA Discussion Papers 6397, Institute of Labor Economics (IZA).
    44. Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
    45. Sloczynski, Tymon, 2013. "Population Average Gender Effects," IZA Discussion Papers 7315, Institute of Labor Economics (IZA).
    46. You, Jing & Ding, Xinxin & Niño-Zarazúa, Miguel & Wang, Sangui, 2021. "The intergenerational impact of house prices on education: evidence from China," Journal of Housing Economics, Elsevier, vol. 54(C).
    47. Matthias Collischon, 2019. "Is There a Glass Ceiling over Germany?," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 329-359, November.
    48. Giampiero Marra & Matteo Fasiolo & Rosalba Radice & Rainer Winkelmann, 2022. "A flexible copula regression model with Bernoulli and Tweedie margins for estimating the effect of spending on mental health," ECON - Working Papers 413, Department of Economics - University of Zurich.
    49. David F. Hendry & Felix Pretis, 2020. "Analyzing Differences between Scenarios," Economics Papers 2020-W05, Economics Group, Nuffield College, University of Oxford.
    50. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, Institute of Labor Economics (IZA).
    51. Bonaccolto-Töpfer, Marina & Castagnetti, Carolina & Prümer, Stephanie, 2022. "Understanding the public-private sector wage gap in Germany: New evidence from a Fixed Effects quantile Approach∗," Economic Modelling, Elsevier, vol. 116(C).
    52. Wunsch, Conny & Strittmatter, Anthony, 2021. "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," CEPR Discussion Papers 15840, C.E.P.R. Discussion Papers.
    53. Bernd Fitzenberger & Jakob Lazzer, 2022. "Changing selection into full-time work and its effect on wage inequality in Germany," Empirical Economics, Springer, vol. 62(1), pages 247-277, January.
    54. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
    55. Sloczynski, Tymon, 2015. "Average Wage Gaps and Oaxaca–Blinder Decompositions," IZA Discussion Papers 9036, Institute of Labor Economics (IZA).
    56. Martin Huber, 2015. "Causal Pitfalls in the Decomposition of Wage Gaps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 179-191, April.
    57. Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
    58. Sakellariou, Chris, 2012. "Decomposing the increase in TIMSS Scores in Ghana : 2003-2007," Policy Research Working Paper Series 6084, The World Bank.
    59. Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2021. "Real estate listings and their usefulness for hedonic regressions," Empirical Economics, Springer, vol. 61(6), pages 3239-3269, December.
    60. Sumit Agarwal & Ying Fan & Daniel P. McMillen & Tien Foo Sing, 2021. "Tracking the pulse of a city—3D real estate price heat maps," Journal of Regional Science, Wiley Blackwell, vol. 61(3), pages 543-569, June.
    61. Brunow, Stephan & Jost, Oskar, 2019. "Wages of migrant and native employees in Germany: new light on an old issue," IAB-Discussion Paper 201910, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    62. Adnan, Wifag & Miaari, Sami H., 2018. "Voting Patterns and the Gender Wage Gap," IZA Discussion Papers 11261, Institute of Labor Economics (IZA).
    63. Pasquier-Doumer, Laure, 2011. "Intergenerational transmission of self-employed status in the informal sector: a constrained choice or better income prospects? Evidence from seven West-African countries," Proceedings of the German Development Economics Conference, Berlin 2011 64, Verein für Socialpolitik, Research Committee Development Economics.
    64. Erin E. George & Jessica Milli & Sophie Tripp, 2022. "Worse than a double whammy: The intersectional causes of wage inequality between women of colour and White men over time," LABOUR, CEIS, vol. 36(3), pages 302-341, September.
    65. B. Essama-Nssah & Peter J. Lambert, 2011. "Influence functions for distributional statistics," Working Papers 236, ECINEQ, Society for the Study of Economic Inequality.
    66. Badi H. Baltagi & Pallab K. Ghosh, 2019. "Partial Distributional Policy Effects Under Endogeneity," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 123-145, September.
    67. Asplund, Rita & Lilja, Reija, 2010. "Wage formation and gender wage gaps: The changing role of human capital in the Finnish technology industry," Discussion Papers 1230, The Research Institute of the Finnish Economy.
    68. Fernandes, Ana & Huber, Martin & Vaccaro, Giannina, 2020. "Gender Differences in Wage Expectations," FSES Working Papers 516, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    69. Biewen, Martin & Erhardt, Pascal, 2024. "Using Post-Regularization Distribution Regression to Measure the Effects of a Minimum Wage on Hourly Wages, Hours Worked and Monthly Earnings," IZA Discussion Papers 16894, Institute of Labor Economics (IZA).
    70. Torgovitsky, Alexander, 2017. "Minimum distance from independence estimation of nonseparable instrumental variables models," Journal of Econometrics, Elsevier, vol. 199(1), pages 35-48.
    71. Dirk Antonczyk & Thomas DeLeire & Bernd Fitzenberger, 2018. "Polarization and Rising Wage Inequality: Comparing the U.S. and Germany," Econometrics, MDPI, vol. 6(2), pages 1-33, April.
    72. Philippe Van Kerm & Seunghee Yu & Chung Choe, 2016. "Decomposing quantile wage gaps: a conditional likelihood approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(4), pages 507-527, August.
    73. Peter Lindner, 2015. "Factor decomposition of the wealth distribution in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(2), pages 291-322, May.
    74. de Meijer, Claudine & O’Donnell, Owen & Koopmanschap, Marc & van Doorslaer, Eddy, 2013. "Health expenditure growth: Looking beyond the average through decomposition of the full distribution," Journal of Health Economics, Elsevier, vol. 32(1), pages 88-105.
    75. Laure Pasquier-Doumer, 2013. "Intergenerational Transmission of Self-Employed Status in the Informal Sector: A Constrained Choice or Better Income Prospects? Evidence from seven West-African Countries," Post-Print hal-01651028, HAL.
    76. Jeremiah Richey & Alicia Rosburg, 2020. "Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility," Econometric Reviews, Taylor & Francis Journals, vol. 39(6), pages 541-558, July.
    77. Romauld Méango, 2023. "Identification of ex ante returns using elicited choice probabilities," Economics Series Working Papers 1007, University of Oxford, Department of Economics.
    78. Michael, Maria & Christofides, Louis N., 2020. "The impact of austerity measures on the public - private sector wage gap in Europe," Labour Economics, Elsevier, vol. 63(C).
    79. Usamah F Alfarhan & Hossein Olya & Khaldoon Nusair, 2023. "How do prosperity and aspiration underlie leisure tourism expenditure patterns?," Tourism Economics, , vol. 29(3), pages 842-849, May.
    80. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    81. Mustafizur Rahman & Md. Al-Hasan, 2019. "Male–Female Wage Gap and Informal Employment in Bangladesh: A Quantile Regression Approach," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(1), pages 106-123, March.
    82. Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute of Labor Economics (IZA).
    83. Marilena Furno, 2020. "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 145-169, June.
    84. Arip Muttaqien & Denisa Sologon & Cathal O'Donoghue, 2018. "Earnings polarization, ethnicity, and regional perspective in Indonesia," WIDER Working Paper Series wp-2018-106, World Institute for Development Economic Research (UNU-WIDER).
    85. Rui Dang, 2015. "Explaining the Body Mass Index Gaps between Turkish Immigrants and Germans in West Germany 2002-2012: A Decomposition Analysis of Socio-economic Causes," CESifo Working Paper Series 5529, CESifo.
    86. Giang Nguyen, 2020. "Changes in the distribution of household consumption in Southeast Asia," Economic Change and Restructuring, Springer, vol. 53(1), pages 39-60, February.
    87. Bodvarsson, Örn B. & Sessions, John G., 2011. "Cross-Assignment Discrimination in Pay: A Test Case of Major League Baseball," IZA Discussion Papers 5989, Institute of Labor Economics (IZA).
    88. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    89. Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics 192, University of Goettingen, Department of Economics.
    90. Hernæs, Øystein M., 2020. "Distributional effects of welfare reform for young adults: An unconditional quantile regression approach," Labour Economics, Elsevier, vol. 65(C).
    91. Firpo, Sergio, 2010. "Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures," IZA Discussion Papers 4841, Institute of Labor Economics (IZA).
    92. Biewen, Martin & Fitzenberger, Bernd & Rümmele, Marian, 2022. "Using Distribution Regression Difference-in-Differences to Evaluate the Effects of a Minimum Wage Introduction on the Distribution of Hourly Wages and Hours Worked," IZA Discussion Papers 15534, Institute of Labor Economics (IZA).
    93. Karsten Kohn & Dirk Antonczyk, 2013. "The aftermath of reunification," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(1), pages 73-110, January.
    94. Bedoya, Guadalupe & Bittarello, Luca & Davis, Jonathan & Mittag, Nikolas, 2018. "Distributional Impact Analysis: Toolkit and Illustrations of Impacts beyond the Average Treatment Effect," IZA Discussion Papers 11863, Institute of Labor Economics (IZA).
    95. Priscila Espinosa & Daniel Aparicio-Pérez & Emili Tortosa-Ausina, 2023. "On the Impact of Next Generation EU Funds: A Regional Synthetic Control Method Approach," Working Papers 2023/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    96. Baumgarten, Daniel & Felbermayr, Gabriel & Lehwald, Sybille, 2019. "Dissecting between plant and within-plant wage dispersion: Evidence from Germany," Kiel Working Papers 2144, Kiel Institute for the World Economy (IfW Kiel).
    97. Vladimir Gimpelson & Anna Lukiyanova & Anna Sharunina, 2015. "Estimating the Public-Private Wage Gap in Russia: What Does Quantile Regression Tell Us?," HSE Working papers WP BRP 104/EC/2015, National Research University Higher School of Economics.
    98. Ekaterina Selezneva & Philippe Van Kerm, 2013. "Inequality-adjusted gender wage differentials in Germany," Working Papers 334, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    99. Romuald Meango, 2023. "Using Probabilistic Stated Preference Analyses to Understand Actual Choices," Papers 2307.13966, arXiv.org.
    100. Christian N. Brinch & Erik Hernæs & Zhiyang Jia, 2017. "Salience and Social Security Benefits," Journal of Labor Economics, University of Chicago Press, vol. 35(1), pages 265-297.
    101. Fessler, Pirmin & Lindner, Peter & Segalla, Esther, 2014. "Net wealth across the euro area - why household structure matters and how to control for it," Working Paper Series 1663, European Central Bank.
    102. Vu, Tien Manh & Yamada, Hiroyuki, 2017. "Decomposing Gender Equality along the Wage Distribution in Vietnam during the Period 2002–14," AGI Working Paper Series 2017-04, Asian Growth Research Institute.
    103. Robert Clark & Decio Coviello & Adriano De Leverano, 2020. "Complementary bidding and the collusive arrangement: Evidence from an antitrust investigation," Working Paper 1446, Economics Department, Queen's University.
    104. Altantsetseg Batchuluun, 2021. "The gender wage gap in Mongolia: Sectoral segregation as a driving factor," Review of Development Economics, Wiley Blackwell, vol. 25(3), pages 1437-1465, August.
    105. Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute of Labor Economics (IZA).
    106. Kolodziej, Ingo W.K. & García-Gómez, Pilar, 2017. "The causal effects of retirement on mental health: Looking beyond the mean effects," Ruhr Economic Papers 668, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    107. Aguilar-Gómez , Sandra & Cárdenas, Juan Camilo & Salas Díaz, Ricardo, 2024. "Environmental Justice Beyond Race: Skin Tone and Exposure to Air Pollution," Documentos CEDE 21042, Universidad de los Andes, Facultad de Economía, CEDE.
    108. Redmond, Paul & Doorley, Karina & McGuinness, Seamus, 2020. "The Impact of a Minimum Wage Change on the Distribution of Wages and Household Income," IZA Discussion Papers 12914, Institute of Labor Economics (IZA).
    109. Qiu, Wanling & Rudkin, Simon & Sharma, Abhijit, 2017. "An Analysis of the Impact of Low Cost Airlines on Tourist Stay Duration and Expenditures," MPRA Paper 81428, University Library of Munich, Germany.
    110. Salvatori, Andrea, 2014. "The effects of the EU equal-treatment legislation Directive for fixed-term workers: evidence from the UK," ISER Working Paper Series 2014-21, Institute for Social and Economic Research.
    111. Paul Allanson, 2022. "Ordinal health disparities between population subgroups: measurement and multivariate analysis with an application to the North-South divide in England," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(4), pages 841-860, December.
    112. Marilena Furno & Francesco Caracciolo, 2020. "Multi-valued Double Robust quantile treatment effect," Empirical Economics, Springer, vol. 58(5), pages 2545-2571, May.
    113. Pallab Ghosh & Jae Lee, 2016. "Decomposition of Changes in Korean Wage Inequality, 1998–2007," Journal of Labor Research, Springer, vol. 37(1), pages 1-28, March.
    114. Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib, 2018. "Reconsidering the income‐health relationship using distributional regression," Health Economics, John Wiley & Sons, Ltd., vol. 27(7), pages 1074-1088, July.
    115. Debayan Pakrashi & Paul Frijters, 2017. "Migration and Discrimination in Urban China: A Decomposition Approach," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 821-840, December.
    116. Abdel Rahmen El Lahga & Ines Bouassida, 2017. "Public-Private Wage Disparities, Employment and Labor Market Segmentation in Tunisia," Working Papers 1168, Economic Research Forum, revised 12 2017.
    117. Sergio P. Firpo & Nicole M. Fortin & Thomas Lemieux, 2018. "Decomposing Wage Distributions Using Recentered Influence Function Regressions," Econometrics, MDPI, vol. 6(2), pages 1-40, May.
    118. Kohn, Karsten & Antonczyk, Dirk, 2011. "The Aftermath of Reunification: Sectoral Transition, Gender, and Rising Wage Inequality in East Germany," IZA Discussion Papers 5708, Institute of Labor Economics (IZA).
    119. David M. Kaplan, 2020. "Interpreting Unconditional Quantile Regression with Conditional Independence," Papers 2010.03606, arXiv.org, revised Oct 2021.
    120. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
    121. Huber, Martin & Solovyeva, Anna, 2018. "On the sensitivity of wage gap decompositions," FSES Working Papers 497, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    122. José García-Montalvo & Marta Reynal-Querol, 2019. "Gender and Credit Risk: A View From the Loan Officer’s Desk," Working Papers 1076, Barcelona School of Economics.
    123. Aleksandra Parteka & Sabina Szymczak & Joanna Wolszczak-Derlacz, 2017. "Gender Wage Gap Convergence and Skills Heterogeneity in Poland (2005–2014) – Quantile Regression Analysis Based on Microdata from EU SILC," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 129-142.
    124. Antoine Dechezlepretre, Ralf Martin, Myra Mohnen, 2017. "Knowledge Spillovers from clean and dirty technologies," GRI Working Papers 135, Grantham Research Institute on Climate Change and the Environment.
    125. Marilena Furno, 2022. "Regional gap in students’ performance at the quantiles," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 69(4), pages 525-546, December.
    126. McMillen, Daniel, 2015. "Conditionally parametric quantile regression for spatial data: An analysis of land values in early nineteenth century Chicago," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 28-38.
    127. Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
    128. Norberto Pignatti, 2012. "Gender wage gap dynamics in a changing Ukraine," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-44, December.
    129. Ferdi Botha & John P. de New, 2020. "COVID-19 infections, labour market shocks, and subjective well-being," Melbourne Institute Working Paper Series wp2020n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    130. Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022. "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, vol. 228(1), pages 39-61.
    131. Jean-Paul Chavas, 2021. "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, vol. 60(4), pages 1607-1628, April.
    132. Roshchin, Sergey & Yemelina, Natalya, 2021. "Gender wage gap decomposition methods: Comparative analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 62, pages 5-31.
    133. Stanislav Anatolyev & Jozef Barunik, 2017. "Forecasting dynamic return distributions based on ordered binary choice," Papers 1711.05681, arXiv.org, revised Jan 2019.
    134. Anurag Sharma & Fabrice Etilé & Kompal Sinha, 2016. "The Effect of Introducing a Minimum Price on the Distribution of Alcohol Purchase: A Counterfactual Analysis," PSE-Ecole d'économie de Paris (Postprint) halshs-01380186, HAL.
    135. Haotian Zhong & Wei Li, 2023. "What if autonomous vehicles had been introduced into cities? A counterfactual analysis," Urban Studies, Urban Studies Journal Limited, vol. 60(16), pages 3198-3215, December.
    136. Martin Biewen & Matthias Seckler, 2019. "Unions, Internationalization, Tasks, Firms, and Worker Characteristics: A Detailed Decomposition Analysis of Rising Wage Inequality in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(4), pages 461-498, December.
    137. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019. "Fast Algorithms for the Quantile Regression Process," Papers 1909.05782, arXiv.org, revised Apr 2020.
    138. Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020. "How useful is listings data for research?," FORLand Working Papers 19 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    139. Vira Semenova, 2020. "Generalized Lee Bounds," Papers 2008.12720, arXiv.org, revised Feb 2023.
    140. Boris Kaiser, 2013. "Detailed Decompositions in Generalized Linear Models," Diskussionsschriften dp1309, Universitaet Bern, Departement Volkswirtschaft.
    141. Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023. "Bivariate distribution regression with application to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
    142. Rahul Singh & Liyuan Xu & Arthur Gretton, 2020. "Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curves," Papers 2010.04855, arXiv.org, revised Oct 2022.
    143. Zheng Fang & Chris Sakellariou, 2013. "Evolution of Urban–rural Living Standards Inequality in Thailand: 1990–2006," Asian Economic Journal, East Asian Economic Association, vol. 27(3), pages 285-306, September.
    144. Marcin Wroński, 2022. "Household wealth in Central and Eastern Europe Explaining the wealth gap between Poland and Hungary," Bank i Kredyt, Narodowy Bank Polski, vol. 53(5), pages 443-474.
    145. Sungchul Park & Anirban Basu, 2018. "Alternative evaluation metrics for risk adjustment methods," Health Economics, John Wiley & Sons, Ltd., vol. 27(6), pages 984-1010, June.
    146. Carolina Castagnetti & Luisa Rosti & Marina Töpfer, 2019. "The Public-Private Sector Wage Differential Across Gender in Italy: a New Quantile-Based Decomposition Approach," Economics Bulletin, AccessEcon, vol. 39(4), pages 2533-2539.
    147. Sandra Rodrí­guez, 2014. "Wage inequality in Uruguay: Technological change impact on occupational tasks," Documentos de Trabajo (working papers) 14-15, Instituto de Economía - IECON.
    148. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "Distributional conformal prediction," University of California at San Diego, Economics Working Paper Series qt2zs6m5p5, Department of Economics, UC San Diego.
    149. DOORLEY Karina & SIERMINSKA Eva, 2011. "Beauty and the beast in the labor market: Evidence from a distribution regression approach," LISER Working Paper Series 2011-62, Luxembourg Institute of Socio-Economic Research (LISER).
    150. Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparamtetric approach to analysing Conditional Income Distributions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100630, Verein für Socialpolitik / German Economic Association.
    151. Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
    152. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
    153. Boll, Christina & Leppin, Julian Sebastian, 2013. "Unterwertige Beschäftigung von Akademikerinnen und Akademikern: Umfang, Ursachen, Einkommenseffekte und Beitrag zur geschlechtsspezifischen Lohnlücke," HWWI Policy Papers 75, Hamburg Institute of International Economics (HWWI).
    154. Mustafizur Rahman & Debapriya Bhattacharya & Md Al-Hasan, 2019. "Dimensions of Informality in Bangladesh Labour Market and the Consequent Wage Penalty," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(2), pages 224-247, September.
    155. Penney, Jeffrey, 2023. "Same race teachers do not necessarily raise academic achievement," Economics Letters, Elsevier, vol. 223(C).
    156. David Powell & Dana P. Goldman, 2014. "Moral Hazard and Adverse Selection in Private Health Insurance," Working Papers WR-1032, RAND Corporation.
    157. Andrew Goodman-Bacon & Jamein P. Cunningham, 2019. "Changes in Family Structure and Welfare Participation Since the 1960s: The Role of Legal Services," NBER Working Papers 26238, National Bureau of Economic Research, Inc.
    158. Kraft, Matthew A. & Brunner, Eric J. & Dougherty, Shaun M. & Schwegman, David J., 2020. "Teacher accountability reforms and the supply and quality of new teachers," Journal of Public Economics, Elsevier, vol. 188(C).
    159. Nigel Rice & María José Aragón, 2021. "Publicly funded hospital care: expenditure growth and its determinants," Working Papers 177cherp, Centre for Health Economics, University of York.
    160. Biewen, Martin & Seckler, Matthias, 2017. "Changes in the German Wage Structure: Unions, Internationalization, Tasks, Firms, and Worker Characteristics," IZA Discussion Papers 10763, Institute of Labor Economics (IZA).
    161. Rodrigo Carril & Andres Gonzalez-Lira & Michael S. Walker, 2022. "Competition under incomplete contracts and the design of procurement policies," Economics Working Papers 1824, Department of Economics and Business, Universitat Pompeu Fabra.
    162. Mustafizur Rahman & Md. Al-Hasan, 2021. "Explaining Pro-Women Gender Wage Gap in Bangladesh," CPD Report 19, Centre for Policy Dialogue (CPD).
    163. Maitra, Pushkar & Neelim, Ananta & Tran, Chau, 2021. "The role of risk and negotiation in explaining the gender wage gap," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1-27.
    164. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    165. Andrew M. Jones & James Lomas & Nigel Rice, 2015. "Healthcare Cost Regressions: Going Beyond the Mean to Estimate the Full Distribution," Health Economics, John Wiley & Sons, Ltd., vol. 24(9), pages 1192-1212, September.
    166. Amal Jmaii & Damien Rousselière & Christophe Daniel, 2017. "Semi†parametric Regression†based Decomposition Methods: Evidence from Regional Inequality in Tunisia," African Development Review, African Development Bank, vol. 29(4), pages 660-673, December.
    167. Domenico Depalo & Raffaela Giordano & Evangelia Papapetrou, 2013. "Public-private wage differentials in euro area countries: evidence from quantile decomposition analysis," Temi di discussione (Economic working papers) 907, Bank of Italy, Economic Research and International Relations Area.
    168. Ekaterina Selezneva & Philippe Van Kerm, 2016. "A distribution-sensitive examination of the gender wage gap in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 14(1), pages 21-40, March.
    169. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    170. Ferdi Botha & John P. New & Sonja C. New & David C. Ribar & Nicolás Salamanca, 2021. "Implications of COVID-19 labour market shocks for inequality in financial wellbeing," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(2), pages 655-689, April.
    171. K. Sommerfeld, 2013. "Higher and higher? Performance pay and wage inequality in Germany," Applied Economics, Taylor & Francis Journals, vol. 45(30), pages 4236-4247, October.
    172. Roberto Pinheiro & Kurt Schmidheiny & Jan Eeckhout, 2011. "Spatial Sorting," 2011 Meeting Papers 488, Society for Economic Dynamics.
    173. Stephen G. Donald & Yu‐Chin Hsu & Garry F. Barrett, 2012. "Incorporating covariates in the measurement of welfare and inequality: methods and applications," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-30, February.
    174. Yang, Jidong & Liu, Kai & Zhang, Yiran, 2015. "Happiness Inequality in China," MPRA Paper 66623, University Library of Munich, Germany.
    175. Grossman, Daniel & Khalil, Umair, 2022. "Neighborhood crime and infant health," Journal of Urban Economics, Elsevier, vol. 130(C).
    176. Gerhard Tutz, 2022. "Ordinal Trees and Random Forests: Score-Free Recursive Partitioning and Improved Ensembles," Journal of Classification, Springer;The Classification Society, vol. 39(2), pages 241-263, July.
    177. Satinder Singh & Jajati K. Parida, 2022. "Employment and Earning Differentials Among Vocationally Trained Youth: Evidence from field studies in Punjab and Haryana in India," Millennial Asia, , vol. 13(1), pages 142-172, April.
    178. Carlos Oliveira, 2022. "How is the Minimum Wage Shaping the Wage Disitribution: Bite, Spillovers, and Wage Inequality," GEE Papers 0160, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2022.
    179. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    180. Liang, Che-Yuan, 2018. "Taxes and Household Labor Supply: Estimating Distributional Effects of Nonlinear Prices on Multidimensional Choice," Working Paper Series 2018:2, Uppsala University, Department of Economics.
    181. Caselli, Francesca & Wingender, Philippe, 2021. "Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits✰," European Economic Review, Elsevier, vol. 136(C).
    182. Richey, Jeremiah & Rosburg, Alicia, 2015. "Decomposing economic mobility transition matrices," MPRA Paper 66485, University Library of Munich, Germany.
    183. Gehrig, Thomas & Füss, Roland & Rindler, Philipp B, 2011. "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers 8714, C.E.P.R. Discussion Papers.
    184. Ferdi Botha & John P. de New & Sonja C. de New & David C. Ribar & Nicolás Salamanca, 2020. "COVID-19 labour market shocks and their inequality implications for financial wellbeing," Melbourne Institute Working Paper Series wp2020n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    185. José L. Groizard & Xisco Oliver & María Sard, 2022. "An account of the exporter wage gap: Wage structure and composition effects across the wage distribution," The World Economy, Wiley Blackwell, vol. 45(5), pages 1528-1563, May.
    186. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016. "Double machine learning for treatment and causal parameters," CeMMAP working papers CWP49/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    187. Nadja Klein & Torsten Hothorn & Luisa Barbanti & Thomas Kneib, 2022. "Multivariate conditional transformation models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 116-142, March.
    188. Anurag Sharma & Brian Vandenberg, 2019. "Heterogenous wealth effects of minimum unit price on purchase of alcohol: Evidence using scanner data," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-16, December.
    189. Blanco, German & Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2018. "Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance," GLO Discussion Paper Series 288, Global Labor Organization (GLO).
    190. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 1, pages 1-102, Elsevier.
    191. Lamprea-Barragan, T. C & García- Suaza, A. F., 2021. "Decomposing the Gender Pay Gap in Colombia: Do Industry and Occupation Matter?," Documentos de Trabajo 19437, Universidad del Rosario.
    192. Vu, Tien Manh & Yamada, Hiroyuki, 2017. "Convergence of public and private enterprise wages in a transition economy: Evidence from a distributional decomposition in Vietnam, 2002–2014," MPRA Paper 79219, University Library of Munich, Germany.
    193. Carl Lin & Myeong-Su Yun, 2016. "The Effects of the Minimum Wage on Earnings Inequality: Evidence from China," Research in Labor Economics, in: Income Inequality Around the World, volume 44, pages 179-212, Emerald Group Publishing Limited.
    194. Cozzi, Guido & Mantovan, Noemi & Sauer, Robert M., 2013. "Does It Pay to Work for Free? Wage Returns and Gender Differences in the Market for Volunteers," IZA Discussion Papers 7697, Institute of Labor Economics (IZA).
    195. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
    196. Doorley, Karina & Privalko, Ivan & Russell, Helen & Tuda, Dora, 2021. "The Gender Pay Gap in Ireland from Austerity through Recovery," IZA Discussion Papers 14441, Institute of Labor Economics (IZA).
    197. Hospido, Laura & Moral-Benito, Enrique, 2014. "The Public Sector Wage Premium in Spain: Evidence from Longitudinal Administrative Data," IZA Discussion Papers 8315, Institute of Labor Economics (IZA).
    198. Hanna Jung, 2023. "Gender wage penalty in parenthood: A comparative study of South Korea and Japan," Pacific Economic Review, Wiley Blackwell, vol. 28(1), pages 3-26, February.
    199. Giovanni Russo & Wolter Hassink, 2012. "Multiple Glass Ceilings," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 51(4), pages 892-915, October.
    200. Pablo Lavado & Gonzalo Rivera, 2015. "Identifying treatment effects and counterfactual distributions using data combination with unobserved heterogeneity," Working Papers 15-14, Centro de Investigación, Universidad del Pacífico.
    201. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
    202. Samuel Bentolila & Antonio Cabrales & Marcel Jansen, 2023. "Does Dual Vocational Education and Training Pay Off?," Studies on the Spanish Economy eee2023-34, FEDEA.
    203. Igor Jakubiak, 2015. "Immigrants in the United Kingdom: wage gap and origin," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 43.
    204. Thomschke, Lorenz, 2015. "Changes in the distribution of rental prices in Berlin," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 88-100.
    205. Vasil I. Yasenov, 2020. "Immigrants and the U.S. Wage Distribution," Upjohn Working Papers 20-320, W.E. Upjohn Institute for Employment Research.
    206. Francisco Rowe & Jonathan Corcoran & Martin Bell, 2017. "The returns to migration and human capital accumulation pathways: non-metropolitan youth in the school-to-work transition," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 59(3), pages 819-845, November.
    207. Rothe, Christoph, 2009. "Unconditional Partial Effects of Binary Covariates," TSE Working Papers 09-79, Toulouse School of Economics (TSE).
    208. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    209. Sebastiano Cattaruzzo & Agustí Segarra-Blasco & Mercedes Teruel, 2024. "Firm-level contributions to the R&D intensity distribution: evidence and policy implications," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 33(1), pages 45-65, January.
    210. Kneib, Thomas & Silbersdorff, Alexander & Säfken, Benjamin, 2023. "Rage Against the Mean – A Review of Distributional Regression Approaches," Econometrics and Statistics, Elsevier, vol. 26(C), pages 99-123.
    211. Menshawy Badr & Oliver Morrissey & Simon Appleton, 2012. "Gender differentials in maths test scores in Mena countries," Discussion Papers 12/04, University of Nottingham, CREDIT.
    212. Roshini Brizmohun & Diana Alessandrini & Valentina Hartarska, 2021. "Gender wage gap in small islands: Effect of a policy framework in Mauritius," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2207-2229, November.
    213. David Powell & Dana Goldman, 2016. "Disentangling Moral Hazard and Adverse Selection in Private Health Insurance," NBER Working Papers 21858, National Bureau of Economic Research, Inc.
    214. Castagnetti, Carolina & Giorgetti, Maria Letizia, 2019. "Understanding the gender wage-gap differential between the public and private sectors in Italy: A quantile approach," Economic Modelling, Elsevier, vol. 78(C), pages 240-261.
    215. Raymundo Campos & Gerado Esquivel & Nora Lustig, 2012. "The Rise and Fall of Income Inequality in Mexico, 1989-2010," Working Papers 1201, Tulane University, Department of Economics.
    216. Tobias Fissler & Marc-Oliver Pohle, 2023. "Generalised Covariances and Correlations," Papers 2307.03594, arXiv.org, revised Sep 2023.
    217. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    218. VAN KERM Philippe & YU Seunghee & CHOE Chung, 2014. "Wage differentials between native, immigrant and cross-border workers: Evidence and model comparisons," LISER Working Paper Series 2014-05, Luxembourg Institute of Socio-Economic Research (LISER).
    219. Orlando Sotomayor, 2019. "Growth with reduction in poverty and inequality: did Brazil show the way?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(4), pages 521-541, December.
    220. Romuald Foueka, 2020. "Analyse du différentiel de performances scolaires dans les pays PASEC sur la base de la régression quantile contrefactuelle," African Development Review, African Development Bank, vol. 32(4), pages 605-618, December.
    221. Pallab Kumar Ghosh & Jae Yoon Lee, 2016. "Decomposition of Changes in Korean Wage Inequality, 1998–2007," Journal of Labor Research, Springer, vol. 37(1), pages 1-28, March.
    222. Idrisov, Georgiy (Идрисов, Георгий) & Taganov, B.V. (Таганов, Б.), 2016. "Research of the Effect of Growth of Openness of the Russian Economy on Income Inequality in Russia [Исследование Влияния Роста Открытости Российской Экономики На Неравенство Доходов Населения В Рос," Working Papers 3136, Russian Presidential Academy of National Economy and Public Administration.
    223. Chung Choe & Philippe Van Kerm, 2018. "Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?," Econometrics, MDPI, vol. 6(3), pages 1-26, September.
    224. Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2021. "Informal pay gaps in good and bad times: Evidence from Russia," Journal of Comparative Economics, Elsevier, vol. 49(3), pages 693-714.
    225. Smirnykh, L. & Polaykova, E., 2020. "Income and the integration of migrants in the Russian labour market," Journal of the New Economic Association, New Economic Association, vol. 47(3), pages 84-104.
    226. Pérez Pérez Jorge, 2019. "Minimum Wages in Formal and Informal Sectors: Evidence from an Inflation Shock in Colombia," Working Papers 2019-13, Banco de México.
    227. Christian S. Otchia, 2019. "On Promoting Entrepreneurship and Job Creation in Africa: Evidence from Ghana and Kenya," Economics Bulletin, AccessEcon, vol. 39(2), pages 908-918.
    228. Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib, 2017. "Reconsidering the Income-Illness Relationship Using Distributional Regression: An Application to Germany," SOEPpapers on Multidisciplinary Panel Data Research 931, DIW Berlin, The German Socio-Economic Panel (SOEP).
    229. Priscillia Hunt, 2012. "From the bottom to the top: a more complete picture of the immigrant-native wage gap in Britain," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-18, December.
    230. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    231. BARGAIN Olivier & DOORLEY Karina & VAN KERM Philippe, 2016. "Minimum wages and the gender gap in pay. Evidence from the UK and Ireland," LISER Working Paper Series 2016-02, Luxembourg Institute of Socio-Economic Research (LISER).
    232. Brantly Callaway & Weige Huang, 2018. "Intergenerational Income Mobility: Counterfactual Distributions with a Continuous Treatment," DETU Working Papers 1801, Department of Economics, Temple University.
    233. Rahul Singh & Liyuan Xu & Arthur Gretton, 2021. "Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves," Papers 2111.03950, arXiv.org, revised Jul 2023.
    234. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
    235. Ömer Limanlı, 2015. "Gender Based Wage Gap in Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 22, Ekonomik Yaklasim Association.
    236. Kampon Adireksombat & Zheng Fang & Chris Sakellariou, 2016. "The Evolution Of Gender Wage Differentials In Thailand: 1991–2007 — An Application Of Unconditional Quantile Regression," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(05), pages 1-30, December.
    237. Richard Spady & Sami Stouli, 2020. "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers 2011.06416, arXiv.org.
    238. Khalid Abu-Ismail & Verena Gantner & Paul Makdissi & Myra Yazbeck, 2020. "Socioeconomic inequalities in child malnutrition in Egypt," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 175-191, August.
    239. Paul Allanson & Richard Cookson, 2022. "Comparing healthcare quality: A common framework for both ordinal and cardinal data with an application to primary care variation in England," Health Economics, John Wiley & Sons, Ltd., vol. 31(12), pages 2593-2608, December.
    240. Strittmatter, Anthony, 2019. "Heterogeneous earnings effects of the job corps by gender: A translated quantile approach," Labour Economics, Elsevier, vol. 61(C).
    241. Alexander Sohn, 2015. "Beyond Conventional Wage Discrimination Analysis: Assessing Comprehensive Wage Distributions of Males and Females Using Structured Additive Distributional Regression," SOEPpapers on Multidisciplinary Panel Data Research 802, DIW Berlin, The German Socio-Economic Panel (SOEP).
    242. Cho, Joonmo & Lee, Tai & Jung, Hanna, 2014. "Glass ceiling in a stratified labor market: Evidence from Korea," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 56-70.
    243. Debra Shepherd, 2013. "A question of efficiency: decomposing South African reading test scores using PIRLS 2006," Working Papers 20/2013, Stellenbosch University, Department of Economics.
    244. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
    245. Rahul Singh, 2021. "Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection," Papers 2111.05277, arXiv.org.
    246. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
    247. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    248. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
    249. Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
    250. Qin, Yu & Zhu, Hongjia & Zhu, Rong, 2016. "Changes in the distribution of land prices in urban China during 2007–2012," Regional Science and Urban Economics, Elsevier, vol. 57(C), pages 77-90.
    251. Luca Bonacini & Giovanni Gallo & Sergio Scicchitano, 2021. "Working from home and income inequality: risks of a ‘new normal’ with COVID-19," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(1), pages 303-360, January.
    252. CHOE Chung & VAN KERM Philippe, 2014. "Foreign workers and the wage distribution: Where do they fit in?," LISER Working Paper Series 2014-02, Luxembourg Institute of Socio-Economic Research (LISER).
    253. Sander Barendse, 2017. "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers 17-034/III, Tinbergen Institute.
    254. Nigel Rice & Maria Jose Aragon, 2018. "The determinants of health care expenditure growth," Working Papers 156cherp, Centre for Health Economics, University of York.
    255. David M. Kaplan, 2020. "Assessing Policy Effects with Unconditional Quantile Regression," Working Papers 2011, Department of Economics, University of Missouri.
    256. Delprato, Marcos & Chudgar, Amita, 2018. "Factors associated with private-public school performance: Analysis of TALIS-PISA link data," International Journal of Educational Development, Elsevier, vol. 61(C), pages 155-172.
    257. Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012. "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
    258. Tromp, Nikolas, 2019. "The narrowing gender wage gap in South Korea," Journal of the Japanese and International Economies, Elsevier, vol. 53(C), pages 1-1.
    259. Gibson, Grant & Clair, Luc, 2019. "O brother how art thou: Propensity to report self-assessed unmet need," Social Science & Medicine, Elsevier, vol. 243(C).
    260. Doan, Tinh & Ha, Van & Tran, Tuyen & Yang, Judy, 2023. "Dynamics of wage inequality over the prolonged economic transformation: The case of Vietnam," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 816-834.
    261. Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
    262. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
    263. SIERMINSKA Eva & DOORLEY Karina, 2012. "Decomposing household wealth portfolios across countries: An age-old question?," LISER Working Paper Series 2012-32, Luxembourg Institute of Socio-Economic Research (LISER).
    264. Dossche, Maarten & Kolndrekaj, Aleksandra & Propst, Maximilian & Ramos Perez, Javier & Slacalek, Jiri, 2022. "Immigrants and the distribution of income and wealth in the euro area: first facts and implications for monetary policy," Working Paper Series 2719, European Central Bank.
    265. Jessica Nisén & Johanna Tassot & Francesco Iacoella & Peter Eibich, 2022. "The effect of fertility timing on women’s earnings at midlife in the UK," MPIDR Working Papers WP-2022-021, Max Planck Institute for Demographic Research, Rostock, Germany.

  34. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Wu, Ximing & Sickles, Robin, 2018. "Semiparametric estimation under shape constraints," Econometrics and Statistics, Elsevier, vol. 6(C), pages 74-89.
    2. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
    3. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
    4. Joel L. Horowitz & Sokbae (Simon) Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
    6. Amy Finkelstein & Erzo F.P. Luttmer & Matthew J. Notowidigdo, 2008. "What Good Is Wealth Without Health? The Effect of Health on the Marginal Utility of Consumption," NBER Working Papers 14089, National Bureau of Economic Research, Inc.
    7. José F. Tudón M., 2019. "Perception, utility, and evolution," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 191-208, December.
    8. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Fan, Zengyan & Lian, Heng, 2018. "Quantile regression for additive coefficient models in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 164(C), pages 54-64.
    10. Heuchenne, Cédric & Jacquemain, Alexandre, 2022. "Inference for monotone single-index conditional means: A Lorenz regression approach," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    11. Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers CWP61/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
    14. Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2019. "Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions," Papers 1909.12974, arXiv.org.
    15. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    16. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised May 2019.
    17. Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015. "Nonparametric estimation of finite mixtures from repeated measurements," SciencePo Working papers Main hal-03568247, HAL.
    18. Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil," Papers 2311.13969, arXiv.org, revised Jan 2024.
    19. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, School of Economics, University of Bristol, UK.
    21. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po publications 2013-04, Sciences Po.
    22. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers hal-01053810, HAL.
    23. Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    24. Rodrigues, T. & Dortet-Bernadet, J.-L. & Fan, Y., 2019. "Simultaneous fitting of Bayesian penalised quantile splines," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 93-109.
    25. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 67/15, Institute for Fiscal Studies.
    26. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    27. Philippe Van Kerm & Seunghee Yu & Chung Choe, 2016. "Decomposing quantile wage gaps: a conditional likelihood approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(4), pages 507-527, August.
    28. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
    29. Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 48/16, Institute for Fiscal Studies.
    30. Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 29/16, Institute for Fiscal Studies.
    31. Florent Dubois, 2017. "The Sources of Segregation," AMSE Working Papers 1720, Aix-Marseille School of Economics, France.
    32. Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017. "Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
    33. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    34. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024. "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers 2403.12456, arXiv.org.
    35. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
    36. Thomas R. Covert & Richard L. Sweeney, 2023. "Relinquishing Riches: Auctions versus Informal Negotiations in Texas Oil and Gas Leasing," American Economic Review, American Economic Association, vol. 113(3), pages 628-663, March.
    37. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012. "Empirical implementation of nonparametric first-price auction models," Journal of Econometrics, Elsevier, vol. 168(1), pages 17-28.
    38. Marc Henry & Romuald Meango & Ismael Mourifie, 2020. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Papers 2005.09095, arXiv.org, revised Aug 2023.
    39. Mathias Trabs, 2011. "Calibration of selfdecomposable Lévy models," SFB 649 Discussion Papers SFB649DP2011-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    40. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
    41. David H. Autor & Susan N. Houseman & Sari Pekkala Kerr, 2012. "The Effect of Work First Job Placements on the Distribution of Earnings: An Instrumental Variable Quantile Regression Approach," NBER Working Papers 17972, National Bureau of Economic Research, Inc.
    42. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    43. Stanislav Anatolyev & Jozef Barunik, 2017. "Forecasting dynamic return distributions based on ordered binary choice," Papers 1711.05681, arXiv.org, revised Jan 2019.
    44. Avdulaj Krenar & Barunik Jozef, 2017. "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 81-97, February.
    45. Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023. "Bivariate distribution regression with application to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
    46. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    47. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "Distributional conformal prediction," University of California at San Diego, Economics Working Paper Series qt2zs6m5p5, Department of Economics, UC San Diego.
    48. Isaiah Andrews & Jesse M. Shapiro, 2021. "A Model of Scientific Communication," Econometrica, Econometric Society, vol. 89(5), pages 2117-2142, September.
    49. Yijian Huang, 2017. "Restoration of Monotonicity Respecting in Dynamic Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 613-622, April.
    50. Schaumburg, Julia, 2012. "Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4081-4096.
    51. Kroft, Kory & Lange, Fabian & Notowidigdo, Matthew J., 2012. "Duration Dependence and Labor Market Conditions: Theory and Evidence from a Field Experiment," CLSSRN working papers clsrn_admin-2012-21, Vancouver School of Economics, revised 28 Sep 2012.
    52. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    53. Bradley J Larsen, 2021. "The Efficiency of Real-World Bargaining: Evidence from Wholesale Used-Auto Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(2), pages 851-882.
    54. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
    55. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "Fused LASSO as Non-Crossing Quantile Regression," Papers 2403.14036, arXiv.org.
    56. Kneib, Thomas & Silbersdorff, Alexander & Säfken, Benjamin, 2023. "Rage Against the Mean – A Review of Distributional Regression Approaches," Econometrics and Statistics, Elsevier, vol. 26(C), pages 99-123.
    57. Gwennaëlle Mabon, 2017. "Adaptive Deconvolution on the Non-negative Real Line," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 707-740, September.
    58. Marc Henry & Romuald Meango & Ismael Mourifié, 2020. "Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice," Working Papers 2020-035, Human Capital and Economic Opportunity Working Group.
    59. Patrick Link & Miltiadis Poursanidis & Jochen Schmid & Rebekka Zache & Martin Kurnatowski & Uwe Teicher & Steffen Ihlenfeldt, 2022. "Capturing and incorporating expert knowledge into machine learning models for quality prediction in manufacturing," Journal of Intelligent Manufacturing, Springer, vol. 33(7), pages 2129-2142, October.
    60. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    61. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.
    62. Lian, Heng & Meng, Jie & Fan, Zengyan, 2015. "Simultaneous estimation of linear conditional quantiles with penalized splines," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 1-21.
    63. Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
    64. Elodie Brunel & Fabienne Comte & Valentine Genon-Catalot, 2016. "Nonparametric density and survival function estimation in the multiplicative censoring model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 570-590, September.

  35. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2008. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP25/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Series Working Papers 426, University of Oxford, Department of Economics.
    2. Andrei Markevich & Ekaterina Zhuravskaya, 2009. "Career Concerns in a Political Hierarchy: A Case of Regional Leaders in Soviet Russia," Working Papers w0040, Center for Economic and Financial Research (CEFIR).
    3. Ali Fakih, 2014. "Vacation Leave, Work Hours and Wages: New Evidence from Linked Employer-Employee Data," CIRANO Working Papers 2014s-40, CIRANO.
    4. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    5. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    6. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Philip Kostov & Julie Le Gallo, 2015. "Convergence: A Story of Quantiles and Spillovers," Kyklos, Wiley Blackwell, vol. 68(4), pages 552-576, November.
    8. Markevich, Andrei & Zhuravskaya, Ekaterina, 2011. "M-form hierarchy with poorly-diversified divisions: A case of Khrushchev's reform in Soviet Russia," Journal of Public Economics, Elsevier, vol. 95(11), pages 1550-1560.
    9. Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
    10. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Ciani, Emanuele, 2012. "Informal adult care and caregivers' employment in Europe," Labour Economics, Elsevier, vol. 19(2), pages 155-164.
    12. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
    13. Hyland, Marie & Bertsch, Valentin, 2018. "The Role of Community Involvement Mechanisms in Reducing Resistance to Energy Infrastructure Development," Ecological Economics, Elsevier, vol. 146(C), pages 447-474.
    14. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    15. Bertsch, Valentin & Hyland, Marie & Mahony, Michael, 2017. "What drives people's opinions of electricity infrastructure? Empirical evidence from Ireland," Energy Policy, Elsevier, vol. 106(C), pages 472-497.
    16. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    17. Lewbel, Arthur & Yang, Thomas Tao, 2016. "Identifying the average treatment effect in ordered treatment models without unconfoundedness," Journal of Econometrics, Elsevier, vol. 195(1), pages 1-22.
    18. Bester, C. Alan & Hansen, Christian B., 2016. "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, vol. 190(1), pages 197-208.
    19. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.

  36. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving Estimates Of Monotone Functions By Rearrangement," Boston University - Department of Economics - Working Papers Series WP2007-012, Boston University - Department of Economics.

    Cited by:

    1. Holger Dette & Stanislav Volgushev, 2008. "Non‐crossing non‐parametric estimates of quantile curves," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 609-627, July.
    2. Andrew Shephard, 2011. "Equilibrium Search and Tax Credit Reform," Working Papers 1336, Princeton University, Department of Economics, Center for Economic Policy Studies..
    3. Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute of Labor Economics (IZA).
    4. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," SciencePo Working papers Main hal-03596970, HAL.
    5. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 419-435, February.
    6. Matthew J. Notowidigdo, 2011. "The Incidence of Local Labor Demand Shocks," NBER Working Papers 17167, National Bureau of Economic Research, Inc.
    7. Birke, Melanie, 2008. "Shape constrained kernel density estimation," Technical Reports 2008,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany.
    9. Birke, Melanie & Bissantz, Nicolai, 2007. "Shape constrained estimators in inverse regression models with convolution-type operator," Technical Reports 2007,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

  37. Ivan Fernandez-Val, 2007. "Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models," Boston University - Department of Economics - Working Papers Series WP2007-009, Boston University - Department of Economics.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
    3. Xiaoming Li, 2011. "Fixed Effects Estimation in Panel Nonlinear Fractional Response Models," Working papers 2011-11, University of Connecticut, Department of Economics.
    4. Darren Grant, 2008. "Physician Financial Incentives and Cesarean Delivery: New Conclusions from the Healthcare Cost and Utilization Project," Working Papers 0801, Sam Houston State University, Department of Economics and International Business.
    5. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Laura Hospido, 2007. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," Working Papers wp2007_0717, CEMFI.
    7. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
    8. Yuliyan Mitkov & Ulrich Schüwer, 2021. "Unequal andunstable: income inequality and bank risk," ECONtribute Discussion Papers Series 012, University of Bonn and University of Cologne, Germany.
    9. Michael Anderson & Maximilian Auffhammer, 2011. "Pounds that Kill: The External Costs of Vehicle Weight," NBER Working Papers 17170, National Bureau of Economic Research, Inc.
    10. Jess Benhabib & Alejandro Corvalen & Mark M. Spiegel, 2011. "Reestablishing the income-democracy nexus," Working Paper Series 2011-09, Federal Reserve Bank of San Francisco.
    11. Lambert, Claudia & Noth, Felix & Schüwer, Ulrich, 2014. "How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act," SAFE Working Paper Series 38, Leibniz Institute for Financial Research SAFE, revised 2014.
    12. Albarrán, Pedro & Carrasco, Raquel & Carro, Jesús M., 2015. "Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels," UC3M Working papers. Economics we1503, Universidad Carlos III de Madrid. Departamento de Economía.
    13. Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
    14. Stefan Hochguertel & Henry Ohlsson, 2011. "Wealth mobility and dynamics over entire individual working life cycles," BCL working papers 56, Central Bank of Luxembourg.
    15. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
    16. Sergei Guriev & Evgeny Yakovlev & Ekaterina Zhuravskaya, 2010. "Interest Group Politics in a Federation," PSE-Ecole d'économie de Paris (Postprint) halshs-00754421, HAL.
    17. Aysen Isaoglu, 2010. "Worker Reallocation across Occupations in Western Germany," SOEPpapers on Multidisciplinary Panel Data Research 319, DIW Berlin, The German Socio-Economic Panel (SOEP).
    18. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    19. Chakraborty, Tanika & De, Prabal K., 2011. "Mother's Autonomy and Child Welfare: A New Measure and Some New Evidence," IZA Discussion Papers 5438, Institute of Labor Economics (IZA).
    20. Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
    21. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute of Labor Economics (IZA).
    22. Ciani, Emanuele, 2012. "Informal adult care and caregivers' employment in Europe," Labour Economics, Elsevier, vol. 19(2), pages 155-164.
    23. Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
    24. Pierre-Philippe Combes & Bruno Decreuse & Morgane Laouénan & Alain Trannoy, 2016. "Customer Discrimination and Employment Outcomes: Theory and Evidence from the French Labor Market," Journal of Labor Economics, University of Chicago Press, vol. 34(1), pages 107-160.
    25. Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2019. "Predicting fixed effects in panel probit models," Monash Economics Working Papers 10-19, Monash University, Department of Economics.
    26. Jose Apesteguia & Ignacio Palacios-Huerta, 2008. "Psychological pressure in competitive environments: Evidence from a randomized natural experiment," Economics Working Papers 1116, Department of Economics and Business, Universitat Pompeu Fabra.
    27. Noth, Felix & Schüwer, Ulrich, 2017. "Natural disasters and bank stability: Evidence from the U.S. financial system," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168263, Verein für Socialpolitik / German Economic Association.
    28. John M. Clapp & Stephen L. Ross & Tingyu Zhou, 2019. "Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 81-96, January.
    29. Kajal Lahiri & Xian Li, 2020. "Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 495-523, September.
    30. Marco Grazzi & Nanditha Mathew & Daniele Moschella, 2017. "Efficiency, innovation, and imported inputs: determinants of export performance among Indian manufacturing firms," LEM Papers Series 2017/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    31. Rémi Bazillier & Sophie Hatte & Julien Vauday, 2017. "Are environmentally responsible firms less vulnerable when investing abroad? The role of reputation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01423571, HAL.
    32. Noth, Felix & Schüwer, Ulrich, 2018. "Natural disasters and bank stability: Evidence from the U.S. financial system," SAFE Working Paper Series 167, Leibniz Institute for Financial Research SAFE, revised 2018.
    33. Cerutti, Eugenio & Dagher, Jihad & Dell'Ariccia, Giovanni, 2017. "Housing finance and real-estate booms: A cross-country perspective," Journal of Housing Economics, Elsevier, vol. 38(C), pages 1-13.
    34. Fidrmuc, Jarko & Hainz, Christa, 2010. "Default rates in the loan market for SMEs: Evidence from Slovakia," Economic Systems, Elsevier, vol. 34(2), pages 133-147, June.
    35. Buringh, Eltjo & Bosker, Maarten, 2010. "City seeds. Geography and the origins of the European city system," CEPR Discussion Papers 8066, C.E.P.R. Discussion Papers.
    36. Sun, Ang & Yao, Yang, 2010. "Health shocks and children's school attainments in rural China," Economics of Education Review, Elsevier, vol. 29(3), pages 375-382, June.
    37. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
    38. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    39. Zareh Asatryan & Annika Havlik & Frank Streif, 2017. "Vetoing and inaugurating policy like others do: evidence on spatial interactions in voter initiatives," Public Choice, Springer, vol. 172(3), pages 525-544, September.
    40. Rocha, Romero & Soares, Rodrigo R., 2009. "Evaluating the Impact of Community-Based Health Interventions: Evidence from Brazil's Family Health Program," IZA Discussion Papers 4119, Institute of Labor Economics (IZA).
    41. Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
    42. Salvador Gil-Pareja, 2011. "Do nonreciprocal preference regimes increase exports?," ERSA conference papers ersa11p1561, European Regional Science Association.
    43. Felix Holub & Laura Hospido & Ulrich J. Wagner, 2020. "Urban Air Pollution and Sick Leaves: Evidence From Social Security Data," CRC TR 224 Discussion Paper Series crctr224_2020_241, University of Bonn and University of Mannheim, Germany.
    44. Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
    45. Jess Benhabib & Alejandro Corvalen & Mark M. Spiegel, 2014. "Modernization and Discrete Measures of Democracy," Working Paper Series 2014-1, Federal Reserve Bank of San Francisco.
    46. Douglas L. Miller & Na’ama Shenhav & Michel Grosz, 2023. "Selection into Identification in Fixed Effects Models, with Application to Head Start," Journal of Human Resources, University of Wisconsin Press, vol. 58(5), pages 1523-1566.
    47. Rubén Segura-Cayuela & Josep M. Vilarrubia, 2008. "The effect of foreign service on trade volumes and trade partners," Working Papers 0808, Banco de España.
    48. Rémi BAZILLIER & Sophie HATTE & Julien VAUDAY, 2016. "Is Reputation at Stake When Environmentally Responsible Multinationals Invest Abroad? An Empirical Investigation," LEO Working Papers / DR LEO 2315, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    49. Blair Alexander & Robert Breunig, 2012. "A Monte Carlo Study of Bias Corrections for Panel Probit Models," CEPR Discussion Papers 662, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    50. Orcun Kaya, 2014. "Is perceived financial inadequacy persistent?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 636-654, December.
    51. Carro, Jesús M. & Traferri, Alejandra, 2009. "Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status," UC3M Working papers. Economics we094021, Universidad Carlos III de Madrid. Departamento de Economía.
    52. Yoshitsugu Kitazawa, 2013. "Exploration of dynamic fixed effects logit models from a traditional angle," Discussion Papers 60, Kyushu Sangyo University, Faculty of Economics.

  38. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.

    Cited by:

    1. Romuald Meango, 2023. "Identification of Ex Ante Returns Using Elicited Choice Probabilities," Papers 2303.03009, arXiv.org.
    2. Nicodemo, Catia & Raya, Josep M., 2012. "Change in the Distribution of House Prices across Spanish Cities," IZA Discussion Papers 6503, Institute of Labor Economics (IZA).
    3. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers 73/13, Institute for Fiscal Studies.
    4. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
    6. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
    8. Holger Dette & Stanislav Volgushev, 2008. "Non‐crossing non‐parametric estimates of quantile curves," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 609-627, July.
    9. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    10. Alexander, Carol & Han, Yang & Meng, Xiaochun, 2023. "Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1078-1096.
    11. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    12. Christian Manuel Posso Suárez, 2008. "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," Borradores de Economia 5003, Banco de la Republica.
    13. Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
    14. Filip Žikeš & Jozef Baruník, 2016. "Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 185-226.
    15. David Kohns & Tibor Szendrei, 2021. "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers 2107.08498, arXiv.org.
    16. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
    17. Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022. "Score-based calibration testing for multivariate forecast distributions," Discussion Papers 50/2022, Deutsche Bundesbank.
    18. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    19. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    20. Artur J. Lemonte & Germán Moreno-Arenas, 2020. "On a heavy-tailed parametric quantile regression model for limited range response variables," Computational Statistics, Springer, vol. 35(1), pages 379-398, March.
    21. Xenxo Vidal-Llana & Carlos Salort Sánchez & Vincenzo Coia & Montserrat Guillen, 2022. ""Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions"," IREA Working Papers 202215, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    22. Kim, Young-Joo & Daly, Vincent, 2019. "The Education Gradient in Health: The Case of Obesity in the UK and US," Economics Discussion Papers 2019-4, School of Economics, Kingston University London.
    23. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    24. Sohag, Kazi & Kliestik, Tomas & Shams, S.M. Riad & Mariev, Oleg & Davidson, Natalia, 2022. "Capital market deepening, Governor’s characteristics and Russian regional enterprises: A big data analysis," Journal of Business Research, Elsevier, vol. 149(C), pages 340-352.
    25. Clément de Chaisemartin & Xavier d'Haultfoeuille, 2014. "Fuzzy Changes-in-Changes," Working Papers 2014-18, Center for Research in Economics and Statistics.
    26. Choonsung Park, 2020. "Consumption, Reservation Wages, and Aggregate Labor Supply," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 54-80, July.
    27. Thierry Cohignac & Nabil Kazi-Tani, 2019. "Quantile Mixing and Model Uncertainty Measures," Working Papers hal-02405859, HAL.
    28. Gail Pacheco & Bill Cochrane, 2015. "Decomposing the temporary-permanent wage gap in New Zealand," Working Papers 2015-07, Auckland University of Technology, Department of Economics.
    29. Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
    30. Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers 20/17, Institute for Fiscal Studies.
    31. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2018. "Distribution regression with sample selection, with an application to wage decompositions in the UK," CeMMAP working papers CWP68/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Ruhose, Jens & Parey, Matthias & Waldinger, Fabian & Netz, Nicolai, 2015. "The Selection of High-Skilled Migrants," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113148, Verein für Socialpolitik / German Economic Association.
    33. Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu, 2022. "Covariate distribution balance via propensity scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1093-1120, September.
    34. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    35. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    36. Blaise Melly und Kaspar W thrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    37. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    38. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
    39. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
    40. Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.
    41. Xing Yan & Weizhong Zhang & Lin Ma & Wei Liu & Qi Wu, 2020. "Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning," Papers 2010.08263, arXiv.org.
    42. Michael Gurkov & Osnat Zohar, 2022. "Growth at Risk: Forecast Distribution of GDP Growth in Israel," Bank of Israel Working Papers 2022.08, Bank of Israel.
    43. Brantly Callaway, 2017. "Job Displacement during the Great Recession: Tight Bounds on Distributional Treatment Effect Parameters using Panel Data," DETU Working Papers 1703, Department of Economics, Temple University.
    44. Samantha Leorato & Franco Peracchi, 2015. "Shape Regressions," EIEF Working Papers Series 1506, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
    45. Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 768-781, December.
    46. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages between European Sovereign Bond and Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
    47. Kazi Musa & Norli Ali & Jamaliah Said & Farha Ghapar & Oleg Mariev & Norhayati Mohamed & Hirnissa Mohd Tahir, 2023. "Does the Effectiveness of Budget Deficit Vary between Welfare and Non-Welfare Countries?," Sustainability, MDPI, vol. 15(5), pages 1-22, February.
    48. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
    49. Markus Frolich & Blaise Melly, 2010. "Estimation of quantile treatment effects with Stata," Stata Journal, StataCorp LP, vol. 10(3), pages 423-457, September.
    50. He, Yaoyao & Zheng, Yaya, 2018. "Short-term power load probability density forecasting based on Yeo-Johnson transformation quantile regression and Gaussian kernel function," Energy, Elsevier, vol. 154(C), pages 143-156.
    51. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
    52. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
    53. Ziel, Florian, 2022. "M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1546-1554.
    54. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
    55. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
    56. Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    57. Siyi Wang & Xing Yan & Bangqi Zheng & Hu Wang & Wangli Xu & Nanbo Peng & Qi Wu, 2021. "Risk and return prediction for pricing portfolios of non-performing consumer credit," Papers 2110.15102, arXiv.org.
    58. Cannon, Alex J., 2017. "Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes," Earth Arxiv wg7sn, Center for Open Science.
    59. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    60. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous effects of high school peers on educational outcomes," Ruhr Economic Papers 612, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    61. Le Gal La Salle, Josselin & Badosa, Jordi & David, Mathieu & Pinson, Pierre & Lauret, Philippe, 2020. "Added-value of ensemble prediction system on the quality of solar irradiance probabilistic forecasts," Renewable Energy, Elsevier, vol. 162(C), pages 1321-1339.
    62. Alonso-Suárez, R. & David, M. & Branco, V. & Lauret, P., 2020. "Intra-day solar probabilistic forecasts including local short-term variability and satellite information," Renewable Energy, Elsevier, vol. 158(C), pages 554-573.
    63. Romauld Méango, 2023. "Identification of ex ante returns using elicited choice probabilities," Economics Series Working Papers 1007, University of Oxford, Department of Economics.
    64. Florent Dubois, 2017. "The Sources of Segregation," AMSE Working Papers 1720, Aix-Marseille School of Economics, France.
    65. Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017. "Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
    66. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    67. Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute of Labor Economics (IZA).
    68. Francisco Covas & Ben Rump & Egon Zakrajšek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
    69. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
    70. Ritter, Joseph A. & West, Kristine L., 2014. "Field of Study and Earnings Inequality among the Highly Educated: 1993-2010," Miscellaneous Publications 195683, University of Minnesota, Department of Applied Economics.
    71. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    72. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    73. Maria Koumenta & Mario Pagliero & Davud Rostam-Afschar, 2020. "Occupational Licensing and the Gender Wage Gap," Working Papers 563, ECINEQ, Society for the Study of Economic Inequality.
    74. Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
    75. Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 245-265, April.
    76. Vu, Tien Manh & Yamada, Hiroyuki, 2017. "Decomposing Gender Equality along the Wage Distribution in Vietnam during the Period 2002–14," AGI Working Paper Series 2017-04, Asian Growth Research Institute.
    77. Lei, Heng & Xue, Minggao & Liu, Huiling, 2022. "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, vol. 113(C).
    78. Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023. "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 94-112.
    79. Karsten Schweikert, 2019. "Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach," Empirical Economics, Springer, vol. 56(3), pages 1071-1095, March.
    80. Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
    81. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Working Papers wp2015_1506, CEMFI.
    82. Angela Noufaily & M. C. Jones, 2013. "Parametric quantile regression based on the generalized gamma distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(5), pages 723-740, November.
    83. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.
    84. Wagner Piazza Gaglianone & Luiz Renato Lima, 2012. "Constructing Density Forecasts from Quantile Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1589-1607, December.
    85. Tongseok Lim, 2023. "Replication of financial derivatives under extreme market models given marginals," Papers 2307.00807, arXiv.org.
    86. Carolina Castagnetti, 2015. "The Analysis of the Gender Wage Gap in the Italian Public Sector: a Quantile Approach for Panel Data," DEM Working Papers Series 109, University of Pavia, Department of Economics and Management.
    87. Lu, Shixiang & Xu, Qifa & Jiang, Cuixia & Liu, Yezheng & Kusiak, Andrew, 2022. "Probabilistic load forecasting with a non-crossing sparse-group Lasso-quantile regression deep neural network," Energy, Elsevier, vol. 242(C).
    88. David Kohns & Tibor Szendrei, 2020. "Horseshoe Prior Bayesian Quantile Regression," Papers 2006.07655, arXiv.org, revised Mar 2021.
    89. Kurisu, Daisuke & Otsu, Taisuke, 2023. "Subsampling inference for nonparametric extremal conditional quantiles," LSE Research Online Documents on Economics 120365, London School of Economics and Political Science, LSE Library.
    90. Lamarche, Carlos, 2011. "Measuring the incentives to learn in Colombia using new quantile regression approaches," Journal of Development Economics, Elsevier, vol. 96(2), pages 278-288, November.
    91. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
    92. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2020. "The Efficiency Gap," Papers 2010.14146, arXiv.org, revised Sep 2022.
    93. Meager, Rachael, 2022. "Aggregating distributional treatment effects: a Bayesian hierarchical analysis of the microcredit literature," LSE Research Online Documents on Economics 115559, London School of Economics and Political Science, LSE Library.
    94. Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
    95. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    96. Maike Hohberg & Peter Pütz & Thomas Kneib, 2020. "Treatment effects beyond the mean using distributional regression: Methods and guidance," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-29, February.
    97. Giuseppe Storti & Chao Wang, 2021. "Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach," Papers 2104.04918, arXiv.org, revised Jul 2021.
    98. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    99. Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020. "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
    100. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017. "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
    101. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
    102. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    103. Philippe Lauret & Mathieu David & Hugo T. C. Pedro, 2017. "Probabilistic Solar Forecasting Using Quantile Regression Models," Energies, MDPI, vol. 10(10), pages 1-17, October.
    104. Sabine Schnabel & Paul Eilers, 2013. "Simultaneous estimation of quantile curves using quantile sheets," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 77-87, January.
    105. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    106. Meager, Rachael & Sturdy, Jennifer, 2017. "Aggregating Distributional Treatment Effects: A Bayesian Hierarchical Analysis of the Microcredit Literature," MetaArXiv 7tkvm, Center for Open Science.
    107. Richard Spady & Sami Stouli, 2012. "Dual Regression," Papers 1210.6958, arXiv.org, revised Sep 2018.
    108. Carolina Castagnetti & Luisa Rosti & Marina Töpfer, 2019. "The Public-Private Sector Wage Differential Across Gender in Italy: a New Quantile-Based Decomposition Approach," Economics Bulletin, AccessEcon, vol. 39(4), pages 2533-2539.
    109. Tonghui Yu & Liming Xiang & Huixia Judy Wang, 2021. "Quantile regression for survival data with covariates subject to detection limits," Biometrics, The International Biometric Society, vol. 77(2), pages 610-621, June.
    110. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
    111. Adam Bee & Joshua Mitchell & Nikolas Mittag & Jonathan Rothbaum & Carl Sanders & Lawrence Schmidt & Matthew Unrath, 2023. "National Experimental Wellbeing Statistics - Version 1," Working Papers 23-04, Center for Economic Studies, U.S. Census Bureau.
    112. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    113. Lian, Heng, 2012. "A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1224-1228.
    114. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
    115. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
    116. David Powell & Dana P. Goldman, 2014. "Moral Hazard and Adverse Selection in Private Health Insurance," Working Papers WR-1032, RAND Corporation.
    117. Picchio, Matteo & Mussida, Chiara, 2011. "Gender wage gap: A semi-parametric approach with sample selection correction," Labour Economics, Elsevier, vol. 18(5), pages 564-578, October.
    118. Roger Koenker, 2017. "Quantile regression 40 years on," CeMMAP working papers CWP36/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    119. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    120. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
    121. Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023. "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series 2833, European Central Bank.
    122. P. Givord & X. Dhaultfoeuille, 2013. "La régression quantile en pratique," Documents de Travail de l'Insee - INSEE Working Papers m2013-01, Institut National de la Statistique et des Etudes Economiques.
    123. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    124. David, Mathieu & Luis, Mazorra Aguiar & Lauret, Philippe, 2018. "Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data," International Journal of Forecasting, Elsevier, vol. 34(3), pages 529-547.
    125. Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org.
    126. Gah-Yi Ban & Cynthia Rudin, 2019. "The Big Data Newsvendor: Practical Insights from Machine Learning," Operations Research, INFORMS, vol. 67(1), pages 90-108, January.
    127. Santiago Pereda Fernández, 2016. "A new method for the correction of test scores manipulation," Temi di discussione (Economic working papers) 1047, Bank of Italy, Economic Research and International Relations Area.
    128. Kaspar W thrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
    129. Liwen Zhang & Huixia Judy Wang & Zhongyi Zhu, 2017. "Composite change point estimation for bent line quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 145-168, February.
    130. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    131. J. David López-Salido & Francesca Loria, 2020. "Inflation at Risk," Finance and Economics Discussion Series 2020-013, Board of Governors of the Federal Reserve System (U.S.).
    132. Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
    133. Tselika, Kyriaki, 2022. "The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach," Energy Economics, Elsevier, vol. 113(C).
    134. Weili Ding & Steven F. Lehrer, 2014. "Understanding the Role of Time-Varying Unobserved Ability Heterogeneity in Education Production," NBER Working Papers 19937, National Bureau of Economic Research, Inc.
    135. Poppick, Andrew & McKinnon, Karen A., 2020. "Observation-based Simulations of Humidity and Temperature Using Quantile Regression," Earth Arxiv bmskp, Center for Open Science.
    136. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 1, pages 1-102, Elsevier.
    137. Wolf, Elias, 2023. "Estimating Growth at Risk with Skewed Stochastic Volatility Models," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277696, Verein für Socialpolitik / German Economic Association.
    138. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
    139. Michael L. Polemis & Mike G. Tsionas, 2023. "The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1602-1621, April.
    140. Storti, Giuseppe & Wang, Chao, 2022. "Nonparametric expected shortfall forecasting incorporating weighted quantiles," International Journal of Forecasting, Elsevier, vol. 38(1), pages 224-239.
    141. Paul Makdissi & Myra Yazbeck, 2023. "Measuring the contribution of stratification and social class at birth to inequality of opportunity," Working Papers 2303E Classification- I31, University of Ottawa, Department of Economics.
    142. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
    143. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
    144. Alexander Henzi & Johanna F. Ziegel & Tilmann Gneiting, 2021. "Isotonic distributional regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 963-993, November.
    145. Tengyuan Liang, 2022. "Universal prediction band via semi‐definite programming," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1558-1580, September.
    146. Marian Vavra, 2023. "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers WP 3/2023, Research Department, National Bank of Slovakia.
    147. Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
    148. Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
    149. Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023. "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, vol. 64(C).
    150. David Powell & Dana Goldman, 2016. "Disentangling Moral Hazard and Adverse Selection in Private Health Insurance," NBER Working Papers 21858, National Bureau of Economic Research, Inc.
    151. Castagnetti, Carolina & Giorgetti, Maria Letizia, 2019. "Understanding the gender wage-gap differential between the public and private sectors in Italy: A quantile approach," Economic Modelling, Elsevier, vol. 78(C), pages 240-261.
    152. Luis Mazorra-Aguiar & Philippe Lauret & Mathieu David & Albert Oliver & Gustavo Montero, 2021. "Comparison of Two Solar Probabilistic Forecasting Methodologies for Microgrids Energy Efficiency," Energies, MDPI, vol. 14(6), pages 1-26, March.
    153. Zhongjun Qu & Jungmo Yoon, 2015. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series wp2015-009, Boston University - Department of Economics.
    154. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    155. Giovanni Bonaccolto & Massimiliano Caporin, 2016. "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," JRFM, MDPI, vol. 9(3), pages 1-25, July.
    156. Le, Trung H., 2021. "International portfolio allocation: The role of conditional higher moments," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 33-57.
    157. Wang, Wei & Feng, Bin & Huang, Gang & Guo, Chuangxin & Liao, Wenlong & Chen, Zhe, 2023. "Conformal asymmetric multi-quantile generative transformer for day-ahead wind power interval prediction," Applied Energy, Elsevier, vol. 333(C).
    158. Wu, Qi & Yan, Xing, 2019. "Capturing deep tail risk via sequential learning of quantile dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    159. Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
    160. Manzan, Sebastiano & Zerom, Dawit, 2009. "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper 14387, University Library of Munich, Germany.
    161. Haben, Stephen & Giasemidis, Georgios, 2016. "A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1017-1022.
    162. Manzan, Sebastiano & Zerom, Dawit, 2013. "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, vol. 29(3), pages 469-478.
    163. Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
    164. Karthik Sriram & R. V. Ramamoorthi & Pulak Ghosh, 2016. "On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 87-104, February.
    165. Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
    166. Le, Trung H., 2020. "Forecasting value at risk and expected shortfall with mixed data sampling," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1362-1379.
    167. Kaspar W thrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    168. Ramsey, Austin F. & Wang, Huaiyu, 2018. "Non-Farm Income and Technical Efficiency in the Uplands of Yunnan, China: A Bayesian Non-Crossing Quantile Regression Approach," 2018 Annual Meeting, August 5-7, Washington, D.C. 274375, Agricultural and Applied Economics Association.
    169. López-Salido, J David & Loria, Francesca, 2019. "Inflation at Risk," CEPR Discussion Papers 14074, C.E.P.R. Discussion Papers.
    170. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    171. Richard Spady & Sami Stouli, 2020. "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers 2011.06416, arXiv.org.
    172. Chan Jennifer So Kuen & Nitithumbundit Thanakorn & Peiris Shelton & Ng Kok-Haur, 2019. "Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-22, April.
    173. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
    174. Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
    175. Ricardo Masini, 2022. "Distributional Counterfactual Analysis in High-Dimensional Setup," Papers 2202.11671, arXiv.org, revised Sep 2023.
    176. Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
    177. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
    178. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
    179. Holger Dette, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 437-441, September.
    180. Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012. "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
    181. Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015. "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers 12/15, Monash University, Department of Econometrics and Business Statistics.
    182. Marcella Lucchetta & Mr. Gianni De Nicolo, 2012. "Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing," IMF Working Papers 2012/058, International Monetary Fund.
    183. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    184. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
    185. Haitian Xie, 2022. "Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs," Papers 2204.08168, arXiv.org, revised Jul 2022.
    186. Kai Feng & Han Hong, 2024. "Statistical Inference of Optimal Allocations I: Regularities and their Implications," Papers 2403.18248, arXiv.org, revised Apr 2024.
    187. Giuseppe Storti & Chao Wang, 2023. "Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1648-1663, November.

  39. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher expansions," CeMMAP working papers CWP19/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Brenda Castillo-Brais & Ángel León & Juan Mora, 2022. "Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?," Mathematics, MDPI, vol. 10(22), pages 1-17, November.
    3. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Cornish-Fisher expansion for real estate value at risk," ERES eres2012_044, European Real Estate Society (ERES).
    4. Donald Lien & Christopher Stroud & Keying Ye, 2013. "Comparing VaR Approximation Methods Which Use the First Four Moments as Inputs," Working Papers 0220mss, College of Business, University of Texas at San Antonio.
    5. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    6. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    7. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    8. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    9. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 271-273, February.
    10. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
    11. Fabrice Barthélémy, 2014. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," THEMA Working Papers 2014-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    12. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    13. Stéphane Hamayon & Florence Legros & Pradat Yannick, 2016. "Non gaussian returns: which impact on default options retirement plans? [Distribution non gaussienne des rendements : quel impact sur les options par défaut des plans d'épargne retraite ?]," Working Papers hal-03003588, HAL.
    14. Karlygash Kurlbayeva & Samuel Malone, 2012. "The determinants of extreme commodity prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    15. Lee, Wing Yan & Li, Xiaolong & Liu, Fangda & Shi, Yifan & Yam, Sheung Chi Phillip, 2021. "A Fourier-cosine method for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 256-267.
    16. Zang, Zhaoqi & Xu, Xiangdong & Yang, Chao & Chen, Anthony, 2018. "A closed-form estimation of the travel time percentile function for characterizing travel time reliability," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 228-247.
    17. Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023. "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 178-189.

  40. Fernández-Val, Iván & Vella, Francis, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute of Labor Economics (IZA).

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    3. Simone Bertoli & Jesús Fernández-Huertas Moraga, 2015. "Visa Policies, Networks and the Cliff at the Border," CERDI Working papers halshs-01099863, HAL.
    4. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Michael Beckmann & Thomas Cornelissen & Matthias Kräkel, 2015. "Self-Managed Working Time and Employee Effort: Theory and Evidence," SOEPpapers on Multidisciplinary Panel Data Research 768, DIW Berlin, The German Socio-Economic Panel (SOEP).
    6. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Chih-Hai Yang & Meng-Wen Tsou, 2020. "Globalization and firm growth: does ownership matter?," Small Business Economics, Springer, vol. 55(4), pages 1019-1037, December.
    8. Michael Beckmann & Thomas Cornelissen, 2014. "Self-Managed Working Time and Employee Effort: Microeconometric Evidence," SOEPpapers on Multidisciplinary Panel Data Research 636, DIW Berlin, The German Socio-Economic Panel (SOEP).
    9. Harrison Fell & Daniel T. Kaffine, 2014. "A one-two punch: Joint effects of natural gas abundance and renewables on coal-fired power plants," Working Papers 2014-10, Colorado School of Mines, Division of Economics and Business.
    10. Aysen Isaoglu, 2010. "Worker Reallocation across Occupations in Western Germany," SOEPpapers on Multidisciplinary Panel Data Research 319, DIW Berlin, The German Socio-Economic Panel (SOEP).
    11. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    12. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute of Labor Economics (IZA).
    13. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
    14. Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
    15. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    16. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.
    17. Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
    18. Majid M. Al-Sadoon & Sergi Jiménez-Martín & José M Labeaga, 2019. "Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models," Working Papers 1069, Barcelona School of Economics.
    19. Yuki Takara, 2018. "Do cultural differences affect the trade of cultural goods? A study in trade of music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 393-417, August.
    20. Dario Fauceglia & Andrea Lassmann & Anirudh Shingal & Martin Wermelinger, 2018. "Backward participation in global value chains and exchange rate driven adjustments of Swiss exports," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(3), pages 537-584, August.
    21. Kufenko, Vadmin & Prettner, Klaus, 2017. "You can't always get what you want? A Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators," ECON WPS - Working Papers in Economic Theory and Policy 07/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    22. Alderighi, Marco & Gaggero, Alberto A. & Piga, Claudio A., 2015. "The effect of code-share agreements on the temporal profile of airline fares," Transportation Research Part A: Policy and Practice, Elsevier, vol. 79(C), pages 42-54.
    23. Elizabeth Schroeder, 2016. "Dynamic labor supply adjustment with bias correction," Empirical Economics, Springer, vol. 51(4), pages 1623-1640, December.
    24. DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    25. Georgios Marios Chrysanthou, 2008. "Estimating Union Wage Effects in Great Britain During 1991-2003," Discussion Papers 08/12, Department of Economics, University of York.
    26. Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    27. Michael J. Hicks & Michael LaFaive & Srikant Devaraj, 2016. "New Evidence on the Effect of Right-to-Work Laws on Productivity and Population Growth," Cato Journal, Cato Journal, Cato Institute, vol. 36(1), pages 101-120, Winter.
    28. Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
    29. Sergi Jiménez-Martín & José María Labeaga, 2016. "Monte Carlo evidence on the estimation of AR(1) panel data sample selection models," Working Papers 2016-01, FEDEA.
    30. Naguib, Costanza, 2022. "Analytical bias correction for two-step fixed effects models with copula-distributed errors," Economics Letters, Elsevier, vol. 215(C).
    31. Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
    32. Chrysanthou, Georgios Marios, 2014. "Heterogeneity, Endogeneity, Measurement Error and Identification of the Union Wage Impact," QM&ET Working Papers 14-4, University of Alicante, D. Quantitative Methods and Economic Theory, revised 05 Nov 2014.
    33. Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.
    34. Ramon Cobo-Reyes & Gabriel Katz & Simone Meraglia, 2017. "Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence," Discussion Papers 1702, University of Exeter, Department of Economics.
    35. Haruo Iwakura, 2014. "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers 886, Kyoto University, Institute of Economic Research.
    36. Harrison Fell & Daniel T. Kaffine, 2018. "The Fall of Coal: Joint Impacts of Fuel Prices and Renewables on Generation and Emissions," American Economic Journal: Economic Policy, American Economic Association, vol. 10(2), pages 90-116, May.
    37. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
    38. Almer, Christian & Laurent-Lucchetti, Jérémy & oechslin, Manuel, 2011. "Income shocks and social unrest: theory and evidence," MPRA Paper 34426, University Library of Munich, Germany.
    39. Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
    40. Christian Almer & Stefan Boes, 2012. "Climate (change) and conflict: resolving a puzzle of association and causation," Diskussionsschriften dp1203, Universitaet Bern, Departement Volkswirtschaft.

  41. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Laura Hospido, 2007. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," Working Papers wp2007_0717, CEMFI.
    3. Inmaculada García & José Molina & María Navarro, 2007. "How Satisfied are Spouses with their Leisure Time? Evidence from Europe," Journal of Family and Economic Issues, Springer, vol. 28(4), pages 546-565, December.
    4. Martin Browning & Jesus Carro, 2006. "Heterogeneity and Microeconometrics Modelling," CAM Working Papers 2006-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    5. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    6. Nini, Greg & Smith, David C. & Sufi, Amir, 2009. "Creditor control rights and firm investment policy," Journal of Financial Economics, Elsevier, vol. 92(3), pages 400-420, June.
    7. Kruger, Diana I., 2007. "Coffee production effects on child labor and schooling in rural Brazil," Journal of Development Economics, Elsevier, vol. 82(2), pages 448-463, March.
    8. Haruo Iwakura, 2014. "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers 886, Kyoto University, Institute of Economic Research.
    9. Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.

  42. Ivan Fernandez-Val, 2005. "Bias Correction in Panel Data Models with Individual Specific Parameters," Boston University - Department of Economics - Working Papers Series WP2005-041, Boston University - Department of Economics.

    Cited by:

    1. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    2. Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
    3. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
    4. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    5. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.
    6. Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.

  43. Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.

    Cited by:

    1. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
    2. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers 73/13, Institute for Fiscal Studies.
    3. Patrick Kline & Andres Santos, 2013. "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure," Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, July.
    4. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    5. Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018. "The second-order bias of quantile estimators," Economics Letters, Elsevier, vol. 173(C), pages 143-147.
    6. Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Childhood Intervention," IZA Discussion Papers 13101, Institute of Labor Economics (IZA).
    7. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
    8. Machado, Jose A F & Santos Silva, Joao M C, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 3550, University of Essex, Department of Economics.
    9. Andini, Corrado, 2017. "Tertiary Education for All and Wage Inequality: Policy Insights from Quantile Regression," IZA Policy Papers 132, Institute of Labor Economics (IZA).
    10. Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management," Economic Research Papers 269321, University of Warwick - Department of Economics.
    11. Olivier Bargain & Prudence Kwenda, 2013. "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," Working Papers halshs-00967324, HAL.
    12. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
    13. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
    15. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
    16. Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
    17. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    18. Klaus S. Friesenbichler, 2014. "EU Accession, Domestic Market Competition and Total Factor Productivity. Firm Level Evidence," WIFO Working Papers 492, WIFO.
    19. Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers 2301.07241, arXiv.org, revised Dec 2023.
    20. Boudarbat, Brahim & Lemieux, Thomas & Riddell, Craig, 2008. "The Evolution of the Returns to Human Capital in Canada, 1980-2006," Economics working papers craig_riddell-2008-15, Vancouver School of Economics, revised 22 Oct 2008.
    21. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
    22. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
    23. Ruosha Li & Limin Peng, 2017. "Assessing quantile prediction with censored quantile regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 517-528, June.
    24. Adelino, Manuel & Dinc, I. Serdar, 2014. "Corporate distress and lobbying: Evidence from the Stimulus Act," Journal of Financial Economics, Elsevier, vol. 114(2), pages 256-272.
    25. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    26. Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers 14721, C.E.P.R. Discussion Papers.
    27. Klaus S. Friesenbichler, 2020. "Does EU-accession affect domestic market structures and firm level productivity?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 343-364, May.
    28. Bargain, Olivier & Melly, Blaise, 2008. "Public Sector Pay Gap in France: New Evidence Using Panel Data," IZA Discussion Papers 3427, Institute of Labor Economics (IZA).
    29. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Oct 2019.
    30. George J. Borjas & Rachel M. Friedberg, 2009. "Recent Trends in the Earnings of New Immigrants to the United States," NBER Working Papers 15406, National Bureau of Economic Research, Inc.
    31. Clément de Chaisemartin & Xavier d'Haultfoeuille, 2014. "Fuzzy Changes-in-Changes," Working Papers 2014-18, Center for Research in Economics and Statistics.
    32. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    33. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    34. Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
    35. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.
    36. Asplund, Rita, 2009. "Sources of Increased Wage Differentials in the Finnish Private Sector," Discussion Papers 1206, The Research Institute of the Finnish Economy.
    37. Gindling,T. H. & Hasnain,Zahid & Newhouse,David Locke & Shi,Rong, 2019. "Are Public Sector Workers in Developing Countries Overpaid ? Evidence from a New Global Data Set," Policy Research Working Paper Series 8754, The World Bank.
    38. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    39. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
    40. Krishna Pendakur & Simon Woodcock, 2008. "Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms," Discussion Papers dp08-02, Department of Economics, Simon Fraser University.
    41. Marco LILLA, 2008. "Income Inequality and Education from ECHP data," Working Papers 311, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    42. Domenico Depalo & Raffaella Giordano, 2011. "The public-private pay gap: a robust quantile approach," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(1), pages 25-64, January.
    43. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    44. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers 48/14, Institute for Fiscal Studies.
    45. Michal Franta, 2023. "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers 2023/2, Czech National Bank.
    46. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    47. Simona Mateut & Thanaset Chevapatrakul, 2017. "Customer financing, bargaining power and trade credit uptake," Discussion Papers 2017/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    48. Samantha Leorato & Franco Peracchi, 2015. "Shape Regressions," EIEF Working Papers Series 1506, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
    49. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    50. Feng, Andy & Graetz, Georg, 2015. "Rise of the Machines: The Effects of Labor-Saving Innovations on Jobs and Wages," IZA Discussion Papers 8836, Institute of Labor Economics (IZA).
    51. Chunbei Wang & Le Wang, 2011. "Language Skills and the Earnings Distribution Among Child Immigrants," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 50(2), pages 297-322, April.
    52. Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers CWP19/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    53. Alexandre Belloni & Victor Chernozhukov, 2011. "High Dimensional Sparse Econometric Models: An Introduction," Papers 1106.5242, arXiv.org, revised Sep 2011.
    54. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
    55. Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017. "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series 7933, The World Bank.
    56. Ion Zgreaban, Irina, 2013. "Education in Romania - How much is it Worth?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 149-163, March.
    57. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
    58. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
    59. Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
    60. Tjeerd de Vries, 2021. "A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models," Papers 2105.08208, arXiv.org, revised Oct 2023.
    61. Junho Lee & Ying Sun & Huixia Judy Wang, 2021. "Spatial cluster detection with threshold quantile regression," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
    62. Green, Francis & Machin, Stephen & Murphy, Richard & Zhu, Yu, 2010. "The changing economic advantage from private school," LSE Research Online Documents on Economics 28288, London School of Economics and Political Science, LSE Library.
    63. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    64. David M. Kaplan & Matt Goldman, 2015. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
    65. Ivan Fernandez-Val & Franco Peracchi & Francis Vella & Aico van Vuuren, 2019. "Decomposing Changes in the Distribution of Real Hourly Wages in the U.S," CeMMAP working papers CWP61/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    66. Tao Hu & Baosheng Liang, 2021. "A New Class of Estimators Based on a General Relative Loss Function," Mathematics, MDPI, vol. 9(10), pages 1-19, May.
    67. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.
    68. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    69. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis & Peracchi, Franco, 2022. "Selection and the Distribution of Female Hourly Wages in the U.S," IZA Discussion Papers 15028, Institute of Labor Economics (IZA).
    70. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    71. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
    72. Yu-Chin Hsu & Chung-Ming Kuan & Giorgio Teng-Yu Lo, 2017. "Quantile Treatment Effects in Regression Discontinuity Designs with Covariates," IEAS Working Paper : academic research 17-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    73. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
    74. Saara Vaahtoniemi, 2021. "The finance wage premium: Finnish evidence from a gender perspective," LABOUR, CEIS, vol. 35(3), pages 412-431, September.
    75. Grimpe, Christoph & Kaiser, Ulrich & Sofka, Wolfgang, 2018. "Innovating for the Better? The Role of Advocacy Group Work Experience for Employee Pay," IZA Discussion Papers 11649, Institute of Labor Economics (IZA).
    76. Christoph Grimpe & Ulrich Kaiser & Wolfgang Sofka, 2019. "Signaling valuable human capital: Advocacy group work experience and its effect on employee pay in innovative firms," Strategic Management Journal, Wiley Blackwell, vol. 40(4), pages 685-710, April.
    77. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
    78. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    79. Aleksy Leeuwenkamp, 2022. "Making heads or tails of systemic risk measures," Papers 2206.02582, arXiv.org, revised Apr 2023.
    80. Evangelia Papapetrou & Pinelopi Tsalaporta, 2017. "Inter-Industry Wage Differentials in Greece: Evidence from Quantile Regression Analysis," International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 51-67, January.
    81. J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
    82. Booth, Alison & Arulampalam, Wiji & Bryan, Mark L, 2004. "Are There Asymmetries in the Effects of Training on the Conditional Male Wage Distribution?," CEPR Discussion Papers 4289, C.E.P.R. Discussion Papers.
    83. Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," CEIS Research Paper 122, Tor Vergata University, CEIS, revised 14 Jul 2008.
    84. Shabbar Jaffry & Yaseen Ghulam & Vyoma Shah, 2007. "Returns to Education in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 833-852.
    85. Marilena Furno, 2011. "Goodness of Fit and Misspecification in Quantile Regressions," Journal of Educational and Behavioral Statistics, , vol. 36(1), pages 105-131, February.
    86. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
    87. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
    88. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
    89. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    90. Rahman, Mustafizur & Al-Hasan, Md., 2018. "Returns to schooling in Bangladesh revisited: An instrumental variable quantile regression approach," MPRA Paper 90132, University Library of Munich, Germany.
    91. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
    92. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
    93. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
    94. Arie Beresteanu, 2020. "Quantile Regression with Interval Data," Working Paper 6899, Department of Economics, University of Pittsburgh.
    95. Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
    96. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Papers 2208.03632, arXiv.org, revised Apr 2023.
    97. Lloyd, Simon & Fernández-Gallardo, Álvaro & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," ESRB Working Paper Series 145, European Systemic Risk Board.
    98. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
    99. Ashraf El-Araby Aly & James Ragan, 2010. "Arab immigrants in the United States: how and why do returns to education vary by country of origin?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(2), pages 519-538, March.
    100. Boudarbat, Brahim & Lemieux, Thomas & Riddell, W. Craig, 2010. "The Evolution of the Returns to Human Capital in Canada, 1980-2005," CLSSRN working papers clsrn_admin-2010-2, Vancouver School of Economics, revised 30 Jan 2010.
    101. Lembcke, Alexander C. & Kohn, Karsten & Fitzenberger, Bernd, 2008. "Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany," ZEW Discussion Papers 08-012, ZEW - Leibniz Centre for European Economic Research.
    102. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised Sep 2021.
    103. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.
    104. Galina Besstremyannaya & Sergei Golovan, 2022. "Instrumental Variable Quantile Regression For Clustered Data," HSE Working papers WP BRP 255/EC/2022, National Research University Higher School of Economics.
    105. Zishu Zhan & Yang Li & Yuhong Yang & Cunjie Lin, 2023. "Model averaging for semiparametric varying coefficient quantile regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 649-681, August.
    106. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
    107. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2020. "The Efficiency Gap," Papers 2010.14146, arXiv.org, revised Sep 2022.
    108. Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
    109. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
    110. Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
    111. David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005. "Trends in U. S. Wage Inequality: Re-Assessing the Revisionists," Harvard Institute of Economic Research Working Papers 2095, Harvard - Institute of Economic Research.
    112. Jean-Paul Chavas, 2021. "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, vol. 60(4), pages 1607-1628, April.
    113. Patrick Bayer & Kerwin Kofi Charles, 2016. "Divergent Paths: Structural Change, Economic Rank, and the Evolution of Black-White Earnings Differences, 1940-2014," NBER Working Papers 22797, National Bureau of Economic Research, Inc.
    114. Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
    115. Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai, 2016. "Quantiles, corners, and the extensive margin of trade," European Economic Review, Elsevier, vol. 89(C), pages 73-84.
    116. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
    117. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.
    118. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020. "Technological Innovation and Labor Income Risk," NBER Working Papers 26964, National Bureau of Economic Research, Inc.
    119. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019. "Fast Algorithms for the Quantile Regression Process," Papers 1909.05782, arXiv.org, revised Apr 2020.
    120. Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes, 2010. "Rank tests and regression rank score tests in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3108-3120, December.
    121. WenWu Wang & Ping Yu, 2023. "Nonequivalence of two least-absolute-deviation estimators for mediation effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 370-387, March.
    122. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
    123. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
    124. Rita Asplund, 2010. "Sources of Increased Wage Differentials in the Finnish Private Sector," Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 43-61, Spring.
    125. Liu Yuan & Bottai Matteo, 2009. "Mixed-Effects Models for Conditional Quantiles with Longitudinal Data," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-24, November.
    126. Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
    127. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
    128. Evangelia Papapetrou & Pinelopi Tsalaporta, 2016. "Inter-industry wage differentials in Greece: rent-sharing and unobserved heterogeneity hypotheses," Working Papers 213, Bank of Greece.
    129. Berggren , Olle & Burzynska, Katarzyna, 2014. "The Impact of Social Beliefs on Microfinance Performance," Knut Wicksell Working Paper Series 2014/5, Lund University, Knut Wicksell Centre for Financial Studies.
    130. Olivier Bargain & Prudence Kwenda, 2010. "Is Informality Bad? - Evidence from Brazil, Mexico and South Africa," Working Papers 201003, School of Economics, University College Dublin.
    131. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    132. Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
    133. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2013. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," SOEPpapers on Multidisciplinary Panel Data Research 572, DIW Berlin, The German Socio-Economic Panel (SOEP).
    134. Schlüter, Tobias & Sievers, Sönke & Hartmann-Wendels, Thomas, 2012. "How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62057, Verein für Socialpolitik / German Economic Association.
    135. Yu-Yen Ku & Tze-Yu Yen, 2016. "Heterogeneous Effect of Financial Leverage on Corporate Performance: A Quantile Regression Analysis of Taiwanese Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-33, September.
    136. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
    137. Tatsushi Oka & Ken Yamada, 2023. "Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality," Journal of Human Resources, University of Wisconsin Press, vol. 58(1), pages 335-362.
    138. Paolo Frumento & Matteo Bottai & Iv'an Fern'andez-Val, 2020. "Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data," Papers 2006.00160, arXiv.org.
    139. Wan-Ni Lai & Claire Y. T. Chen & Edward W. Sun, 2022. "Risk factor extraction with quantile regression method," Annals of Operations Research, Springer, vol. 316(2), pages 1543-1572, September.
    140. Weifeng Jin, 2023. "Quantile Autoregression-based Non-causality Testing," Papers 2301.02937, arXiv.org.
    141. Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - Leibniz Information Centre for Economics.
    142. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
    143. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    144. Liang, Che-Yuan, 2018. "Taxes and Household Labor Supply: Estimating Distributional Effects of Nonlinear Prices on Multidimensional Choice," Working Paper Series 2018:2, Uppsala University, Department of Economics.
    145. Wang, Le, 2011. "How Does Education Affect the Earnings Distribution in Urban China?," IZA Discussion Papers 6173, Institute of Labor Economics (IZA).
    146. David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2008. "Trends in U.S. Wage Inequality: Revising the Revisionists," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 300-323, May.
    147. Kato, Kengo, 2009. "Asymptotics for argmin processes: Convexity arguments," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1816-1829, September.
    148. Schlueter, Tobias & Sievers, Soenke & Hartmann-Wendels, Thomas, 2015. "Bank funding stability, pricing strategies and the guidance of depositors," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 43-61.
    149. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1010-1043, August.
    150. Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
    151. Akanksha Negi, 2020. "Doubly weighted M-estimation for nonrandom assignment and missing outcomes," Papers 2011.11485, arXiv.org.
    152. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    153. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    154. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
    155. Alberto Abadie & Maximilian Kasy, 2019. "Choosing Among Regularized Estimators in Empirical Economics: The Risk of Machine Learning," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 743-762, December.
    156. Wolfgang Sofka & Christoph Grimpe & Ulrich Kaiser, 2022. "Understanding the unwritten rules of the game: Government work experience and salary premiums in foreign MNC subsidiaries," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(6), pages 1110-1132, August.
    157. Iván Fernández‐Val & Aico van Vuuren & Francis Vella & Franco Peracchi, 2023. "Selection and the distribution of female real hourly wages in the United States," Quantitative Economics, Econometric Society, vol. 14(2), pages 571-607, May.
    158. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    159. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 255-273, April.
    160. Paul Gregg & Lindsey Macmillan & Claudia Vittori, 2019. "Intergenerational income mobility: access to top jobs, the low-pay no-pay cycle and the role of education in a common framework," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(2), pages 501-528, April.
    161. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
    162. Sofie R. Waltl, 2019. "Variation Across Price Segments and Locations: A Comprehensive Quantile Regression Analysis of the Sydney Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(3), pages 723-756, September.
    163. DePaula, Guilherme, 2020. "The distributional effect of climate change on agriculture: Evidence from a Ricardian quantile analysis of Brazilian census data," Journal of Environmental Economics and Management, Elsevier, vol. 104(C).
    164. Olivier Bargain & Prudence Kwenda, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Regressions on Panel Data," CEDI Discussion Paper Series 09-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
    165. An, Yonghong & Hong, Shengjie & Zhang, Daiqiang, 2023. "A structural analysis of simple contracts," Journal of Econometrics, Elsevier, vol. 236(2).
    166. Yingying Dong & Ying-Ying Lee, 2023. "Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments," Papers 2310.18504, arXiv.org, revised Feb 2024.
    167. Kosovka Ognjenović, 2011. "Wage Differences between the Private and the Public Sector in Serbia: Some Evidence from Survey Data," wiiw Balkan Observatory Working Papers 91, The Vienna Institute for International Economic Studies, wiiw.
    168. Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2013. "Assessing model adequacy in possibly misspecified quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 558-569.
    169. Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
    170. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    171. Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2022. "Weighted-average quantile regression," Papers 2203.03032, arXiv.org.
    172. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    173. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    174. Manuel Landajo & Javier De Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non‐parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250, April.
    175. David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
    176. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    177. Yanggyu Byun & Hae-shin Hwang, 2015. "Sectoral shifts or aggregate shocks? A new test of sectoral shifts hypothesis," Empirical Economics, Springer, vol. 49(2), pages 481-502, September.
    178. Taisuke Otsu, 2009. "RESET for quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 381-391, August.
    179. Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
    180. Kato Kengo, 2011. "A note on moment convergence of bootstrap M-estimators," Statistics & Risk Modeling, De Gruyter, vol. 28(1), pages 51-61, March.
    181. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    182. Andreas Behr, Ulrich Pötter, "undated". "Analysing wage differences between the USA and Germany using proportional hazards models," Working Papers 201158, Institute of Spatial and Housing Economics, Munster Universitary.
    183. Middleditch, Paul & Moindrot, Will & Rudkin, Simon, 2022. "Teaching with Twitter: An extension to the traditional learning environment," International Review of Economics Education, Elsevier, vol. 41(C).
    184. Guilherme DePaula, 2018. "The Distributional Impact of Climate Change in Brazilian Agriculture: A Ricardian Quantile Analysis with Census Data," Center for Agricultural and Rural Development (CARD) Publications 18-wp583, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    185. Kaspar W thrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    186. Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
    187. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
    188. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    189. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    190. Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019. "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, vol. 213(1), pages 54-67.
    191. Sherrilyn Billger & Carlos Lamarche, 2015. "A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States," Empirical Economics, Springer, vol. 49(2), pages 705-750, September.
    192. Ji-Eun Choi & Dong Wan Shin, 2022. "Quantile correlation coefficient: a new tail dependence measure," Statistical Papers, Springer, vol. 63(4), pages 1075-1104, August.
    193. Cai, Zongwu & Chen, Linna & Fang, Ying, 2018. "A semiparametric quantile panel data model with an application to estimating the growth effect of FDI," Journal of Econometrics, Elsevier, vol. 206(2), pages 531-553.
    194. Ricardo Masini, 2022. "Distributional Counterfactual Analysis in High-Dimensional Setup," Papers 2202.11671, arXiv.org, revised Sep 2023.
    195. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
    196. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
    197. Giessing, Alexander & He, Xuming, 2019. "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, vol. 213(1), pages 235-260.
    198. Bang, James T. & Mitra, Aniruddha & Wunnava, Phanindra V., 2016. "Do remittances improve income inequality? An instrumental variable quantile analysis of the Kenyan case," Economic Modelling, Elsevier, vol. 58(C), pages 394-402.
    199. Rodney J. Andrews & Jing Li & Michael F. Lovenheim, 2012. "Quantile Treatment Effects of College Quality on Earnings: Evidence from Administrative Data in Texas," NBER Working Papers 18068, National Bureau of Economic Research, Inc.
    200. Andreas Behr & Ulrich Pötter, 2009. "Analysing Wage Differences between the USA and Germany Using Proportional Hazards Models," LABOUR, CEIS, vol. 23(2), pages 319-347, June.

  44. I. Fernandez-Val & J. Angrist & V. Chernozhukov, 2004. "Quantile Regression under Misspecification," Econometric Society 2004 North American Winter Meetings 198, Econometric Society.

    Cited by:

    1. Booth, Alison & Arulampalam, Wiji & Bryan, Mark L, 2004. "Are There Asymmetries in the Effects of Training on the Conditional Male Wage Distribution?," CEPR Discussion Papers 4289, C.E.P.R. Discussion Papers.
    2. Lembcke, Alexander C. & Kohn, Karsten & Fitzenberger, Bernd, 2008. "Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany," ZEW Discussion Papers 08-012, ZEW - Leibniz Centre for European Economic Research.
    3. Juergen Jung & Michael Makowsky, 2014. "The determinants of federal and state enforcement of workplace safety regulations: OSHA inspections 1990–2010," Journal of Regulatory Economics, Springer, vol. 45(1), pages 1-33, February.
    4. Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    5. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    6. Taisuke Otsu, 2009. "RESET for quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 381-391, August.

  45. Iván Fernández-Val & Joonhwan Lee, "undated". "Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference," Boston University - Department of Economics - Working Papers Series wp2010-001, Boston University - Department of Economics.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Ivan Fernandez-Val & Martin Weidner, 2018. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications 2015-09, Sciences Po.
    4. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
    5. Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
    6. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
    7. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised May 2019.
    8. Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper 107180, University Library of Munich, Germany.
    9. Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
    10. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, Institute of Labor Economics (IZA).
    11. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
    12. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    13. Valentin Verdier, 2020. "Average treatment effects for stayers with correlated random coefficient models of panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 917-939, November.
    14. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
    15. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    17. Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
    18. Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
    19. Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
    20. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.

  46. Victor Chernozhukov & Ivan Fernandez-Val & Amanda E. Kowalski, "undated". "Censored Quantile Instrumental Variable Estimation via Control Functions," Boston University - Department of Economics - Working Papers Series wp2009-012, Boston University - Department of Economics.

    Cited by:

    1. Kwak, Sungil, 2011. "The Impact of Taxes on Charitable Giving: Empirical Evidence from the Korean Labor and Income Panel Study," MPRA Paper 36845, University Library of Munich, Germany.
    2. Pravin K. Trivedi, 2010. "Keynote lecture: Estimation of count-data panel models," Mexican Stata Users' Group Meetings 2010 06, Stata Users Group.
    3. Ubfal, Diego, 2012. "How General Are Time Preferences? Eliciting Good-Specific Discount Rates," IZA Discussion Papers 6774, Institute of Labor Economics (IZA).

  47. V. Chernozhukov & Ivan Fernandez-Val, "undated". "Quantile and Average Effects in Nonseparable Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-011, Boston University - Department of Economics.

    Cited by:

    1. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    2. Fernando Ubeda & Francisco Pérez-Hernández, 2017. "Absorptive Capacity and Geographical Distance Two Mediating Factors of FDI Spillovers: a Threshold Regression Analysis for Spanish Firms," Journal of Industry, Competition and Trade, Springer, vol. 17(1), pages 1-28, March.
    3. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers WR-816, RAND Corporation.
    6. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    7. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    8. Charles F. Manski & John V. Pepper, 2011. "Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections," NBER Working Papers 17455, National Bureau of Economic Research, Inc.
    9. Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute of Labor Economics (IZA).

Articles

  1. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2022. "Fast algorithms for the quantile regression process," Empirical Economics, Springer, vol. 62(1), pages 7-33, January.

    Cited by:

    1. Cuesta, Lizeth & Ruiz, Yomara, 2021. "Efecto de la globalización sobre la desigualdad. Un estudio global para 104 países usando regresiones cuantílicas [Effect of globalization on inequality. A global study for 104 countries using quan," MPRA Paper 111022, University Library of Munich, Germany.
    2. Wang, Xiuhua & Wang, Yipeng & Zhao, Yaxiong, 2022. "Financial permeation and rural poverty reduction Nexus: Further insights from counties in China," China Economic Review, Elsevier, vol. 76(C).
    3. Borgen, Nicolai T. & Haupt, Andreas & Wiborg, Øyvind N., 2021. "Flexible and fast estimation of quantile treatment effects: The rqr and rqrplot commands," SocArXiv 4vquh, Center for Open Science.
    4. Santiago Pereda-Fern'andez, 2024. "Fast Algorithms for Quantile Regression with Selection," Papers 2402.16693, arXiv.org.
    5. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.

  2. Paolo Frumento & Matteo Bottai & Iván Fernández-Val, 2021. "Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(534), pages 783-797, April.

    Cited by:

    1. Viviana Carcaiso & Leonardo Grilli, 2023. "Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(4), pages 1061-1082, October.
    2. Sottile, Gianluca & Frumento, Paolo, 2022. "Robust estimation and regression with parametric quantile functions," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
    3. Hao, Meiling & Lin, Yuanyuan & Shen, Guohao & Su, Wen, 2023. "Nonparametric inference on smoothed quantile regression process," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    4. S. Ghasemzadeh & M. Ganjali & T. Baghfalaki, 2022. "Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1181-1202, December.
    5. Gao, Suhao & Yu, Zhen, 2023. "Parametric expectile regression and its application for premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 242-256.

  3. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
    See citations under working paper version above.
  4. Hugo Freeman & Martin Weidner, 2021. "Low-rank approximations of nonseparable panel models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 40-77.
    See citations under working paper version above.
  5. Victor Chernozhukov & Iván Fernández‐Val & Whitney Newey & Sami Stouli & Francis Vella, 2020. "Semiparametric estimation of structural functions in nonseparable triangular models," Quantitative Economics, Econometric Society, vol. 11(2), pages 503-533, May.
    See citations under working paper version above.
  6. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 123-137, January.
    See citations under working paper version above.
  7. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
    See citations under working paper version above.
  8. Shuowen Chen & Victor Chernozhukov & Iván Fernández-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 77-82, May.
    See citations under working paper version above.
  9. Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019. "Nonseparable multinomial choice models in cross-section and panel data," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
    See citations under working paper version above.
  10. Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 768-781, December.
    See citations under working paper version above.
  11. Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
    See citations under working paper version above.
  12. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    See citations under working paper version above.
  13. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 17(3), pages 517-545, September.
    See citations under working paper version above.
  14. A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen, 2017. "Program Evaluation and Causal Inference With High‐Dimensional Data," Econometrica, Econometric Society, vol. 85, pages 233-298, January.
    See citations under working paper version above.
  15. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.

    Cited by:

    1. Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A Dynamic Ordered Logit Model with Fixed Effects," Department of Economics Working Papers 2020-14, McMaster University.
    2. Bo E. Honoré & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Working Papers 2021-14, Princeton University. Economics Department..
    3. Nesson, Erik T. & Robinson, Joshua J., 2019. "On the measurement of health and its effect on the measurement of health inequality," Economics & Human Biology, Elsevier, vol. 35(C), pages 207-221.

  16. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
    See citations under working paper version above.
  17. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
    See citations under working paper version above.
  18. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
    See citations under working paper version above.
  19. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
    See citations under working paper version above.
  20. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
    See citations under working paper version above.
  21. Adam Ashcraft & Iván Fernández‐Val & Kevin Lang, 2013. "The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Non‐random," Economic Journal, Royal Economic Society, vol. 123, pages 875-905, September.

    Cited by:

    1. Gunes, Pinar Mine & Tsaneva, Magda, 2020. "The effects of teenage childbearing on education, physical health, and mental distress: evidence from Mexico," Journal of Demographic Economics, Cambridge University Press, vol. 86(2), pages 183-206, June.
    2. Angelini, Viola & Mierau, Joachim, 2017. "Late-life Health Effects of Teenage Motherhood," Research Report 17002-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    3. Grönqvist, Hans & Hall, Caroline, 2013. "Education policy and early fertility: Lessons from an expansion of upper secondary schooling," Economics of Education Review, Elsevier, vol. 37(C), pages 13-33.
    4. Matias Berthelon & Diana I. Kruger, 2017. "Does adolescent motherhood affect education and labor market outcomes of mothers? A study on young adult women in Chile during 1990–2013," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 62(2), pages 293-303, March.
    5. Christina J. Diaz & Jeremy E. Fiel, 2016. "The Effect(s) of Teen Pregnancy: Reconciling Theory, Methods, and Findings," Demography, Springer;Population Association of America (PAA), vol. 53(1), pages 85-116, February.
    6. Devon Gorry, 2019. "Heterogeneous Consequences of Teenage Childbearing," Demography, Springer;Population Association of America (PAA), vol. 56(6), pages 2147-2168, December.
    7. Andrea M. Kelly & Jason M. Lindo & Analisa Packham, 2019. "The Power of the IUD: Effects of Expanding Access to Contraception Through Title X Clinics," NBER Working Papers 25656, National Bureau of Economic Research, Inc.
    8. Simen Markussen & Marte Strøm, 2022. "Children and labor market outcomes: separating the effects of the first three children," Journal of Population Economics, Springer;European Society for Population Economics, vol. 35(1), pages 135-167, January.
    9. Rachel Heath & A. Mushfiq Mobarak, 2014. "Manufacturing Growth and the Lives of Bangladeshi Women," NBER Working Papers 20383, National Bureau of Economic Research, Inc.
    10. Phillip B. Levine, 2014. "Teenage childbearing and labor market implications for women," IZA World of Labor, Institute of Labor Economics (IZA), pages 1-28, July.
    11. Mølland, Eirin, 2016. "Benefits from delay? The effect of abortion availability on young women and their children," Labour Economics, Elsevier, vol. 43(C), pages 6-28.
    12. Hande Inanc & Ariella Spitzer & Brian Goesling, "undated". "Assessing the Benefits of the Success Sequence for Economic Self-Sufficiency and Family Stability," Mathematica Policy Research Reports c812f6cb5ece40df8265d7eaa, Mathematica Policy Research.
    13. Fetzer, Thiemo & Pardo, Oliver & Shanghavi, Amar, 2016. "More than an Urban Legend: The long-term socioeconomic effects of unplanned fertility shocks," CAGE Online Working Paper Series 284, Competitive Advantage in the Global Economy (CAGE).
    14. Rosenbaum, Philip, 2020. "Does early childbearing matter? New approach using Danish register data," Labour Economics, Elsevier, vol. 65(C).
    15. Devon Gorry, 2023. "Consequences of Teenage Childbearing on Child Outcomes in the United States," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 42(1), pages 225-254, January.
    16. Luca, Dara Lee & Stevens, Jack & Rotz, Dana & Goesling, Brian & Lutz, Robyn, 2021. "Evaluating teen options for preventing pregnancy: Impacts and mechanisms," Journal of Health Economics, Elsevier, vol. 77(C).
    17. Bahadır Dursun & Resul Cesur & Inas R. Kelly, 2022. "Mandatory Schooling of Girls Improved Their Children's Health: Evidence from Turkey's 1997 Education Reform," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 41(3), pages 824-858, June.
    18. Andrew Beauchamp, 2016. "Abortion Costs, Separation, and Non-marital Childbearing," Journal of Family and Economic Issues, Springer, vol. 37(2), pages 182-196, June.
    19. Melissa Schettini Kearney & Phillip B. Levine, 2012. "Why is the Teen Birth Rate in the United States so High and Why Does it Matter?," NBER Working Papers 17965, National Bureau of Economic Research, Inc.
    20. Philip Verwimp, 2016. "Secondary School as a Contraceptive: Quasi-Experimental Evidence from Burundi," Working Papers ECARES ECARES 2016-19, ULB -- Universite Libre de Bruxelles.
    21. Bütikofer, Aline & Coy, Deirdre & Doyle, Orla & Ginja, Rita, 2024. "The Consequences of Miscarriage on Parental Investments," IZA Discussion Papers 16858, Institute of Labor Economics (IZA).
    22. Kevin Lang Jr. & Russell Weinstein Jr., 2015. "The Consequences of Teenage Childbearing before Roe v. Wade," American Economic Journal: Applied Economics, American Economic Association, vol. 7(4), pages 169-197, October.
    23. Berthelon, Matias & Kruger, Diana, 2014. "The Impact of Adolescent Motherhood on Education in Chile," IZA Discussion Papers 8072, Institute of Labor Economics (IZA).
    24. Cioffi, Camille C. & Schweer-Collins, Maria L. & Leve, Leslie D., 2022. "Pregnancy and miscarriage predict suicide attempts but not substance use among dual-systems involved female adolescents," Children and Youth Services Review, Elsevier, vol. 137(C).
    25. Melissa Schettini Kearney & Phillip B. Levine, 2011. "Income Inequality and Early Non-Marital Childbearing: An Economic Exploration of the "Culture of Despair"," NBER Working Papers 17157, National Bureau of Economic Research, Inc.
    26. Deza, Monica, 2019. "Graduated driver licensing and teen fertility," Economics & Human Biology, Elsevier, vol. 35(C), pages 51-62.
    27. Nizalova, Olena Y. & Sliusarenko, Tamara & Shpak, Solomiya, 2016. "The motherhood wage penalty in times of transition," Journal of Comparative Economics, Elsevier, vol. 44(1), pages 56-75.
    28. Basu, Shubhashrita & Gorry, Devon, 2021. "Consequences of teenage childbearing on child health," Economics & Human Biology, Elsevier, vol. 42(C).
    29. Demir, Firat & Ghosh, Pallab & Liu, Zexuan, 2020. "Effects of motherhood timing, breastmilk substitutes and education on the duration of breastfeeding: Evidence from Egypt," World Development, Elsevier, vol. 133(C).
    30. Thiemo Fetzer & Oliver Pardo & Amar Shanghavi, 2013. "An Urban Legend?! Power Rationing, Fertility and its Effects on Mothers," CEP Discussion Papers dp1247, Centre for Economic Performance, LSE.
    31. Danielle H. Sandler & Lisa Schulkind, 2016. "The Timing of Teenage Births: Estimating the Effect on High School Graduation and Later Life Outcomes," Working Papers 16-39, Center for Economic Studies, U.S. Census Bureau.
    32. Herrera Catalina & E. Sahn David, 2017. "Working Paper 281 - Early Childbearing, School Attainment and Cognitive Skills," Working Paper Series 2398, African Development Bank.
    33. Poh Lin Tan, 2017. "The impact of school entry laws on female education and teenage fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 30(2), pages 503-536, April.
    34. Eva Rye Johansen & Helena Skyt Nielsen & Mette Verner, 2018. "Long-term Consequences of Early Parenthood," Economics Working Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
    35. Fletcher, Jason M. & Polos, Jessica, 2017. "Nonmarital and Teen Fertility," IZA Discussion Papers 10833, Institute of Labor Economics (IZA).
    36. Nuevo-Chiquero, Ana, 2014. "The labor force effects of unplanned childbearing," Labour Economics, Elsevier, vol. 29(C), pages 91-101.
    37. Rodrigo Ceni & Cecilia Parada & Ivone Perazzo & Eliana Sena, 2020. "Birth Collapse and Long-Acting Reversible Contraceptive Policies," Documentos de Trabajo (working papers) 20-14, Instituto de Economía - IECON.
    38. Markussen, Simen & Strøm, Marte, 2015. "The Effects of Motherhood," Memorandum 19/2015, Oslo University, Department of Economics.
    39. Heiland, Frank & Korenman, Sanders & Smith, Rachel A., 2019. "Estimating the educational consequences of teenage childbearing: Identification, heterogeneous effects and the value of biological relationship information," Economics & Human Biology, Elsevier, vol. 33(C), pages 15-28.
    40. Steinhauer, Andreas & Bíró, Anikó & Dieterle, Steven, 2019. "Motherhood Timing and the Child Penalty: Bounding the Returns to Delay," CEPR Discussion Papers 13732, C.E.P.R. Discussion Papers.
    41. Dana Rotz & Brian Goesling & Hande Inanc & Gregory Chojnacki, "undated". "Economic Benefits of Delayed Sexual Activity," Mathematica Policy Research Reports 248b878cd4254142ac8c13102, Mathematica Policy Research.
    42. Pan, Zheng & Jiang, Xiandeng & Zhao, Ningru, 2021. "Does birth spacing affect female labor market participation? Evidence from urban China," China Economic Review, Elsevier, vol. 68(C).
    43. Jason Fletcher & Norma Padrón, 2016. "The effects of teenage childbearing on adult soft skills development," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(3), pages 883-910, July.
    44. Martin Foureaux Koppensteiner & Jesse Matheson, 2016. "Access to education and teenage childbearing," Discussion Papers in Economics 16/15, Division of Economics, School of Business, University of Leicester.
    45. Thiemo Fetzer & Oliver Pardo & Amar Shanghavi, 2018. "More than an urban legend: the short- and long-run effects of unplanned fertility shocks," Journal of Population Economics, Springer;European Society for Population Economics, vol. 31(4), pages 1125-1176, October.
    46. Martin Foureaux Koppensteiner & Jesse Matheson, 2016. "Access to Education and Teenage Pregnancy," CINCH Working Paper Series 1604, Universitaet Duisburg-Essen, Competent in Competition and Health, revised Aug 2016.
    47. Guldi, Melanie, 2016. "Title IX and the education of teen mothers," Economics of Education Review, Elsevier, vol. 55(C), pages 103-116.
    48. Catalina Herrera Almanza & David E. Sahn, 2018. "Early Childbearing, School Attainment, and Cognitive Skills: Evidence From Madagascar," Demography, Springer;Population Association of America (PAA), vol. 55(2), pages 643-668, April.

  22. Iván Fernández‐Val & Joonhwah Lee, 2013. "Panel data models with nonadditive unobserved heterogeneity: Estimation and inference," Quantitative Economics, Econometric Society, vol. 4(3), pages 453-481, November.
    See citations under working paper version above.
  23. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    See citations under working paper version above.
  24. Victor Chernozhukov & Iván Fernández-Val, 2011. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 559-589.
    See citations under working paper version above.
  25. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 419-435, February.
    See citations under working paper version above.
  26. Fernández-Val, Iván, 2009. "Fixed effects estimation of structural parameters and marginal effects in panel probit models," Journal of Econometrics, Elsevier, vol. 150(1), pages 71-85, May.
    See citations under working paper version above.
  27. V. Chernozhukov & I. Fernández-Val & A. Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Biometrika, Biometrika Trust, vol. 96(3), pages 559-575.
    See citations under working paper version above.
  28. Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
    See citations under working paper version above.
  29. Iván Fernández Val, 2003. "Household labor supply: evidence for Spain," Investigaciones Economicas, Fundación SEPI, vol. 27(2), pages 239-275, May.

    Cited by:

    1. Olivier Bargain & Kristian Orsini & Andreas Peichl, 2011. "Labor Supply Elasticities in Europe and the US," Working Papers 201114, School of Economics, University College Dublin.
    2. Ainhoa Herrarte & Julián Moral-Carcedo & Felipe Sáez, 2012. "The impact of childbirth on Spanish women’s decisions to leave the labor market," Review of Economics of the Household, Springer, vol. 10(3), pages 441-468, September.
    3. Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012. "Comparing Labor Supply Elasticities in Europe and the US: New Results," SOEPpapers on Multidisciplinary Panel Data Research 525, DIW Berlin, The German Socio-Economic Panel (SOEP).
    4. Vela Espiago, Santiago, 2023. "Diferencias intrafamiliares en la oferta de trabajo: evidencia empírica para el caso de Reino Unido [Intrahousehold labor supply differences: Empirical evidence for the UK]," MPRA Paper 117342, University Library of Munich, Germany.
    5. Olivier Bargain & Kristian Orsini & Andreas Peichl, 2014. "Comparing Labor Supply Elasticities in Europe and the United States: New Results," Post-Print hal-01463097, HAL.
    6. GholamReza Haddad, 2015. "Gender ratio, divorce rate, and intra-household collective decision process: evidence from iranian urban households labor supply with non-participation," Empirical Economics, Springer, vol. 48(4), pages 1365-1394, June.
    7. Laura Crespo, 2005. "Estimation And Testing Of Household Labour Supply Models: Evidence From Spain," Working Papers. Serie AD 2005-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    8. Pérez Mínguez, José Antonio, 2022. "Oferta laboral en Gran Bretaña: Un enfoque colectivo [Job supply in Great Britain: A collective approach]," MPRA Paper 112743, University Library of Munich, Germany.
    9. Tiago V. De V. Cavalcanti & José Tavares, 2011. "Women Prefer Larger Governments: Growth, Structural Transformation, And Government Size," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 155-171, January.

Software components

  1. Victor Chernozhukov & Ivan Fernandez-Val & Sukjin Han & Amanda Kowalski, 2012. "CQIV: Stata module to perform censored quantile instrumental variables regression," Statistical Software Components S457478, Boston College Department of Economics, revised 25 Sep 2019.

    Cited by:

    1. Martin Falk & Eva Hagsten, 2014. "Output growth and prices of establishments in the Swedish lodging industry," ERSA conference papers ersa14p360, European Regional Science Association.
    2. Gabrielle Fack & Camille Landais, 2016. "The effect of tax enforcement on tax elasticities: Evidence from charitable contributions in France," PSE-Ecole d'économie de Paris (Postprint) hal-01300122, HAL.
    3. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous effects of high school peers on educational outcomes," Ruhr Economic Papers 612, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Richard T. Melstrom & Deshamithra H. W. Jayasekera, 2017. "Two-Stage Estimation to Control for Unobservables in a Recreation Demand Model with Unvisited Sites," Land Economics, University of Wisconsin Press, vol. 93(2), pages 328-341.
    5. Sven Neelsen & Owen O'Donnell, 2017. "Progressive universalism? The impact of targeted coverage on health care access and expenditures in Peru," Health Economics, John Wiley & Sons, Ltd., vol. 26(12), pages 179-203, December.
    6. Broberg, Thomas & Kazukauskas, Andrius, 2014. "Inefficiencies in residential use of energy - A critical overview of literature and energy efficiency policies in EU and Sweden," CERE Working Papers 2014:7, CERE - the Center for Environmental and Resource Economics.
    7. Kiran Krishnamurthy, Chandra & Kriström, Bengt, 2013. "Determinants of the price-premium for Green Energy: Evidence from an OECD cross-section," CERE Working Papers 2013:7, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    8. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.