This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is bounded from one end only. While possessing the standard...

An extended generalised partially linear single-index (EGPLSI) model provides flexibility of a partially linear model and a single-index model. Furthermore, it also allows for the analysis of the shape-invariant specification. Especially, since it does not only provide the flexibility of a...

We study the estimation of heterogeneous effects of group-level policies, using quantile regression with interactive fixed effects. Our approach can identify distributional policy effects, particularly effects on inequality, under a type of difference-in-differences assumption. We provide...

This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate integrated time series and a vector of stationary time series. The regressors and the errors are generated from the same innovations, so that...

This paper studies nonlinear cointegrating models with time-varying coefficients and multiple nonstationary regressors using classic kernel smoothing methods to estimate the coefficient functions. Extending earlier work on nonstationary kernel regression to take account of practical features of...

This article investigates the variation in the effects of various determinants on the per capita health care expenditure. A total of 28 OECD countries are studied over the period 1990-2012, employing an instrumental variable quantile regression method for a dynamic panel model with fixed...