Michael Vogt
Selected Publications
Multiscale clustering of nonparametric regression curves
We study a longitudinal data model with nonparametric regression functions that may vary across the observed […]
Classification of nonparametric regression functions in heterogeneous panels
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it […]
The effect of fragmentation in trading on market quality in the UK equity market
We investigate the effects of fragmentation in equity trading on the quality of the trading outcomes, […]
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A semiparametric model for heterogeneous panel data with fixed effects
This paper develops methodology for semiparametric panel data models in a setting where both the time […]
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Nonparametric estimation of a periodic sequence in the presence of a smooth trend
In this paper, we study a nonparametric regression model including a periodic component, a smooth trend […]
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Nonparametric regression for locally stationary time series
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function […]