This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both the fixed individual effects and the time effects present. The marginal effect is of the main interest. A within-group type nonparametric estimator is developed, where the...

Mixture models are versatile tools that are used extensively in many fields, including operations, marketing, and econometrics. The main challenge in estimating mixture models is that the mixing distribution is often unknown and imposing apriori parametric assumptions can lead to model...

The standard regression discontinuity (RD) design deals with a binary treatment. Manyempirical applications of RD designs involve continuous treatments. This paper establishesidentification and robust bias-corrected inference for such RD design. Causal identificationis achieved by utilizing any...