Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions when distributional assumptions on the error term are not assumed. For such models, several estimators that achieve the semiparametric efficiency bound have been proposed. However, in many studies,...

In clinical and epidemiological studies, matched case-control designs have been used extensively to investigate the relationships between disease/response and exposure/covariate. Due to the retrospective nature of the study, some covariates may not be observed for all study subjects and missing...

This paper develops a new minimum distance quantile regression (MD-QR) estimator for panel data models with fixed effects. The proposed estimator is efficient in the class of minimum distance estimators. In addition, the MD-QR estimator is computationally fast, especially for large...

This paper derives tests for skewness and kurtosis for the panel data one-way error component model. The test statistics are based on the between and within transformations of the pooled OLS residuals, and are derived in a moment conditions framework. We establish the limiting distribution of...