Michael Vogt
Selected Publications
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 […]
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This paper develops methodology for semiparametric panel data models in a setting where both the time […]
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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 […]
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function […]