In this paper we propose a general approach for estimating stochastic frontier models, suitable when using long panel …, cross sectionally correlated, non-stationary panel data models to estimate the frontier function. Given the long time span … of the panel, we investigate whether the variables, including the unobservable common factors, are non-stationary, and …

instrumental variables, difference-in-differences estimators, regression discontinuity design, matching methods, panel data methods …

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …

We investigate the accuracy of ex ante assessments of vulnerability to poverty using cross-sectional data and panel … data. We use long-term panel data from Germany and apply different regression models, based on household covariates and … on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of …

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of … vulnerability predictions is limited even when panel data are used. In part this low accuracy is due to low poverty incidence and …

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …