Choice models with nonlinear budget sets are important in econometrics. In this paper we proposed a nonparametric approach to estimation of choice models with nonlinear budget sets. The basic idea is to think of the choice, in our case hours of labor supply, as being a function of the entire...

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for individual heterogeneity associated with covariates. We conduct Monte Carlo simulations to assess the small sample performance of the new estimators and provide comparisons of new...