We investigate the transmission of natural gas shocks to electricity prices under different
scenarios of electricity generation for 21 European markets, from January 1, 2015 to March …

We present a methodology for estimating the distributional effects of an endogenous
treatment that varies at the group level when there are group‐level unobservables, a …

We apply methods designed to measure mutual fund skill to a cross section of funds that is
unlikely to exhibit managerial portfolio selection skill: index funds. Surprisingly, these tests …

This chapter overviews the recent progress towards the identification and the estimation of
models in which some of the variables are either imperfectly measured or even entirely …

This paper estimates the impact of foreign direct investment on economic growth by
proposing a new semiparametric quantile panel data model with correlated random effects …

Purpose Using baseline data from a prevention of weight gain intervention study, we
investigated whether self-efficacy mediated the relations between social support and dietary …

This paper develops estimation and inference for quantile regression models with
measurement errors. We propose an easily-implementable semiparametric two-step …

The impact of measurement error in explanatory variables on quantile regression functions
is investigated using a small variance approximation. The approximation shows how the …

This paper studies the estimation of characteristic-based quantile factor models where the
factor loadings are unknown functions of observed individual characteristics while the …

We develop and estimate a general equilibrium signaling game model of xenophobia, in
which the reputational consequences of committing xenophobic acts are determined …