2 papers
econ.EM2020
Low-Rank Approximations of Nonseparable Panel Models
Iván Fernández-Val, Hugo Freeman, Martin Weidner
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to d…
stat.ME2020
Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data
Paolo Frumento, Matteo Bottai, Iván Fernández-Val
In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modelin…