Michael Vogt
Selected Publications
We study a longitudinal data model with nonparametric regression functions that may vary across the observed […]
We investigate the effects of fragmentation in equity markets on the quality of trading outcomes in […]
We investigate a longitudinal data model with non-parametric regression functions that may vary across the observed […]
We investigate the effects of fragmentation in equity markets on the quality of trading outcomes in […]
Previous version
This paper develops methodology for semiparametric panel data models in a setting where both the time […]
Previous version
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it […]
We investigate a nonparametric regression model including a periodic component, a smooth trend function, and a […]
Previous version
We investigate a nonparametric regression model including a periodic component, a smooth trend function, and a […]
We investigate the effects of fragmentation in equity trading on the quality of the trading outcomes, […]
Latest version
This paper develops methodology for semiparametric panel data models in a setting where both the time […]