A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space and the data are stationary and weakly dependent.
The paper considers nonparametric estimation of absolutely continuous distribution functions of independent lifetimes of non-identical components in k-out-of-n systems, 2 ≤ k ≤ n, from the observed “autopsy” data.
