A graph provides an effective means to represent the statistical dependence or similarity
among signals observed at different vertices. A critical challenge is to excavate graphs …

This article considers fixed effects (FE) estimation for linear panel data models under
possible model misspecification when both the number of individuals, n, and the number of …

In panel predictive regressions with persistent covariates, coexistence of the Nickell bias
and the Stambaugh bias imposes challenges for hypothesis testing. This paper introduces a …

Mismatch repair is a highly conserved cellular pathway responsible for repairing
mismatched dsDNA. Errors are detected by the MutS enzyme, which most likely senses …

We demonstrate that the forecasting combination puzzle is a consequence of the
methodology commonly used to produce forecast combinations. By the combination puzzle …

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine
the degree of heterogeneity across cross-sectional units. We first estimate the sample mean …

This paper proposes a model-free approach to analyze panel data with heterogeneous
dynamic structures across observational units. We first compute the sample mean …

In this paper we consider the estimation of a dynamic panel autoregressive (AR) process of
possibly infinite order in the presence of individual effects. We employ double asymptotics …

This study develops cluster robust inference methods for panel quantile regression (QR)
models with individual fixed effects, allowing for temporal correlation within each individual …

This study considers an estimator for the asymptotic variance-covariance matrix in time-
series quantile regression models which is robust to the presence of heteroscedasticity and …