In this work, we consider a multivariate regression model with one-sided errors. We assume for the function to lie in general Hölder class and estimate it via nonparametric local polynomial approach that consists of minimization integral approximation lying above data points. While consideration covariates offers an undeniable opportunity from application-oriented standpoint, requires new metho...

Much of the analysis panel data has been based on an assumption strict exogeneity. Distributions are specified for outcome variables conditional a latent individual effect and observed predictor at all dates, with future values assumed to have no distribution. The paper relaxes this in order allow lagged dependent and, more generally, feedback from current variables. Such would arise evaluation...