Scientific papers
Depalo, D. & Pereda-Fernández, S. (2023). «The differential impact by gender of the COVID-19 pandemic on the labor outcomes of older adults». SERIEs-Journal of the Spanish Economic Association, 14, 503-553. https://doi.org/10.1007/s13209-023-00289-9
Juma, F. & Fernández-Sainz, A. (2023). «Midiendo el bienestar de los países: índice de progreso social y PIB». Equidad & Desarrollo, 41. https://doi.org/10.19052/eq.vol1.iss41.6
Modena, F., Pereda-Fernández, S. & Tanzi, G.M. (2023). «On the design of grant assignment rules». Política económica, Journal of Economic Policy 1/2023, 3-40. https://doi.org/10.1429/113645
Arteaga-Molina, L.A. & Rodríguez-Poo, J.M. (2023). «Testing asset pricing models in the presence of errors-in-variables». https://ssrn.com/abstract=4606039
Núñez, R., Otoya-Chavarría, M. & Soberón, A. (2024). «Price and budget elasticities under utility poverty policies in Spain». Utilities Policy, 88, 101756. https://doi.org/10.1016/j.jup.2024.101756
Pereda-Fernández, S. (2024). «Estimation of counterfactual distributions with continuous endogenous treatment». Econometric Reviews, 43 (8), 595-637. https://doi.org/10.1080/07474938.2024.2357429
Soberón, A., Musolesi, A. & Rodríguez-Poo, J.M. (2024). «A semi-parametric panel data model with common factors and spatial dependence». Oxford Bulletin of Economics & Statistics, 0305-9049. https://doi.org/10.1111/obes.12609
Keilbar, G., Rodríguez-Poo, J.M., Soberón, A. & Wang, W. (2025). «A projection-based approach for interactive fixed effects panel data models». Econometric Reviews, 1-18. https://doi.org/10.1080/074774938.2025.2556702
Pereda-Fernández, S. (2025). «Decomposition of differences in distribution under sample selection and the gender wage gap». Journal of Business & Economic Statistics, 43 (2), 378-390. https://doi.org/10.1080/07350015.2024.2385823
Pereda-Fernández, S. (2025). «Fast algorithms for quantile regression with selection». Journal of Economic Methods, 14 (1), 35-47. https://doi.org/10.1515/jem-2024-0022
Henderson, D.J., Parmeter, C.F. & Soberón, A. (2025). «Estimation and inference for varying coefficient multidimensional fixed-effects panel data models». https://ssrn.com/abstract=5131173
Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S. (2025). «Inference on panel data models with a generalized factor structure». arXiv:250.10690
Henderson, D.J., Rodríguez-Poo, J.M., Soberón, A. & Wang, T. (2025). «Estimation of functional-coefficient panel data models with endogenous selectivity and fixed effects: a pairwise approach». https://ssrn.com/abstract=5525407
Soberón, A., Mazzanti, M., Musolesi, A. & Rodríguez-Poo, J.M. (2025). «Efficient estimation of a partially linear panel data model with cross-sectional dependence». Journal of Multivariate Analysis, 206,105393. https://doi.org/10.1016/j.jma.2024.105393
Book chapters
Henderson, D.J. & Soberón, A. (2024). «Nonparametric models with fixed effects». In L. Matyas (eds) The Econometrics of Multi-dimensional Panels: theory and applications, Advanced Studies in Theoretical and Applied Econometrics 54, Springer Nature Switzerland. https://doi.org/10.1007/978-3-031-49849-7_9
Arteaga-Molina, L.A. & Rodríguez-Poo, J.M. (2025). «El análisis de la movilidad con datos masivos». In Peña, D. (eds) Investigación Económica con Datos Masivos. Fundación Ramón Areces.
Henderson, D.J., Henry, E.K. & Soberón, A. (2025). «Nonparametric correlated random-effects models». In B.H. Baltagi and L. Mátyás (eds). Seven Decades of Econometrics and Beyond, Advanced Studies in Theoretical and Applied Econometrics 57, Springer Nature Switzerland. https://doi.org/10.1007/978-3-031-92699-0_10
Conferences, seminars and technical workshops
16th International Conference on Computational and Financial Econometrics (CFE-CMStatistics 2022)
Type of Communication: Oral Presentation. «Decomposition of differences in distribution under sample selection and the gender wage gap«
Author/s: Pereda-Fernández, S.
Year: 2022
16th International Conference on Computational and Financial Econometrics (CFE-CMStatistics 2022)
Type of Communication: Invited Presentation. «Efficient estimation of a semiparametric panel data model with common factors and spatial dependence«
Author/s: Soberón, A., Musolesi, A. & Rodríguez-Poo, J.M.
Year: 2022
16th International Conference on Computational and Financial Econometrics (CFE-CMStatistics 2022)
Type of Communication: Invited Presentation. «Estimation and inference for varying-coefficient multidimensional fixed-effects panel data models«
Author/s: Henderson, D.J., Parmeter, C. & Soberón, A.
Year: 2022
2023 International Association for Applied Econometrics (IAAE) Annual Conference
Type of Communication: Oral Presentation. «Decomposition of differences in distribution under sample selection and the gender gap«
Author/s: Pereda-Fernández, S.
Year: 2023
2023 International Association for Applied Econometrics (IAAE) Annual Conference
Type of Communication: Oral Presentation. «A semiparametric approach for interactive fixed effects panel data models: a new approach for IFE panel data models«
Author/s: Keilbar, G., Rodríguez-Poo, J.M., Soberón, A. & Wang, W.
Year: 2023
8th International Panel Data Conference (IPDC 2023)
Type of Communication: Oral Presentation. «Inference for semiparametric panel data models with cross-sectional dependence«
Author/s: Soberón, A., Musolesi, A. & Rodríguez-Poo, J.M.
Year: 2023
28th International Panel Data Conference (IPDC 2023)
Type of Communication: Oral Presentation. «A semiparametric approach for interactive fixed effects panel data models: a new approach for IFE panel data models«
Author/s: Keilbar, G., Rodríguez-Poo, J.M., Soberón, A. & Wang, W.
Year: 2023
28th International Panel Data Conference (IPDC 2023)
Type of Communication: Oral Presentation. «Choosing wisely: discrimination and effectiveness of the selection procedure at the Bank of Italy«
Author/s: Pereda-Fernández, S.
Year: 2023
6th International Conference on Econometrics and Statistics (EcoSta2023)
Type of Communication: Invited Presentation. «Testing asset pricing models in the presence of errors-in-variables«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2023
6th International Conference on Econometrics and Statistics (EcoSta2023)
Type of Communication: Invited Presentation. «A semiparametric approach for interactive fixed effects panel data models: a new approach for IFE panel data models«
Author/s: Keilbar, G., Rodríguez-Poo, J.M., Soberón, A. & Wang, W.
Year: 2023
25th International Conference on Computational Statistics (COMPSTAT 2023)
Type of Communication: Oral Presentation. «Testing asset pricing models in the presence of errors-in-variables«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2023
2023 European Summer Meeting, Barcelona School of Economics (EEA-ESEM 2023)
Type of Communication: Oral Presentation. «Decomposition of differences in distribution under sample selection and the gender wage gap«
Author/s: Pereda-Fernández, S.
Year: 2023
Seminario del Departamento de Entorno Económico de la Universidad Instituto de Empresa
Type of Communication: Invited Presentation. «Choosing wisely: discrimination and effectiveness of the selection procedure at the Bank of Italy«
Author/s: Pereda-Fernández, S.
Year: 2023
Seminario del Departamento de Economía de la Universidad de Cantabria
Type of Communication: Invited Presentation. «Choosing wisely: discrimination and effectiveness of the selection procedure at the Bank of Italy«
Author/s: Pereda-Fernández, S.
Year: 2023
Seminario de la Universidad de Salamanca
Type of Communication: Invited Presentation. «Choosing wisely: discrimination and effectiveness of the selection procedure at the Bank of Italy«
Author/s: Pereda-Fernández, S.
Year: 2023
Vietnam Symposium in Climate Transition 2023 (VSCT-2023)
Type of Communication: Oral Presentation. «Efficient semiparametric estimation of European climate policy effects«
Author/s: Soberón, A., Mazzanti, M., Musolesi, A. & Rodríguez-Poo, J.M.
Year: 2023
2023 IMS International Conference on Statistics and Data Science
Type of Communication: Oral Presentation. «A semiparametric approach for interactive fixed effects panel data models: a new approach for IFE panel data models«
Author/s: Keilbar, G., Rodríguez-Poo, J.M., Soberón, A. & Wang, W.
Year: 2023
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatistics2024)
Type of Communication: Oral Presentation. «Quantile regression with Bernstein polynomial«
Author/s: Pereda-Fernández, S.
Year: 2024
Seminar in the Center for Economic Research and Graduate Education – Economics Institute (CERGE_EI), Chales University (Praga)
Type of Communication: Invited Presentation. «Choosing wisely: discrimination and effectiveness of the selection procedure at the Bank of Italy«
Author/s: Pereda-Fernández, S.
Year: 2024
9th Annual Conference of the Society for Economic Measurement (SEM)
Type of Communication: Invited Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2024
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatitics2024)
Type of Communication: Invited Presentation. «Estimation and inference of panel data models of generalized factor structure«
Author/s: Soberón, A., Rodríguez-Poo, J.M. & Sperlich, S.
Year: 2024
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatistics2024)
Type of Communication: Invited Presentation. «Estimation of functional coefficient panel data models with sample selection and fixed effects: a pairwise approach«
Author/s: Soberón, A., Rodríguez-Poo, J.M., Henderson, D.J. & Wang, T.
Year: 2024
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatistics2024)
Type of Communication: Invited Presentation. «A semiparametric panel data model with common factors and spatial dependence«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Musolesi, A.
Year: 2024
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatistics2024)
Type of Communication: Invited Presentation. «An empirical likelihood goodness-of-fit test for panel data models with interactive fixed effects«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2024
18th International Joint Conference on Computational and Financial Econometrics (CFE-CMStatistics2024)
Type of Communication: Invited Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2024
Midwest Econometrics Group Conference 2024
Type of Communication: Oral Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazhi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2024
2024 Kansas Econometrics Workshop
Type of Communication: Invited Presentation. «Estimation and inference for varying coefficient multidimensional fixed-effects panel data models«
Author/s: Henderson, D.J., Parmeter, C. & Soberón, A.
Year: 2024
Wokshop «Advances in productivity and growth»
Type of Communication: Invited Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A., & Wang, T.
Year: 2024
2024 International Association for Applied Econometrics Annual Conference (IAAE2024)
Type of Communication: Oral Presentation. «Estimation and inference for varying coefficient multidimensional fixed-effects panel data models«
Author/s: Henderson, D.J., Parmeter, C. & Soberón, A.
Year: 2024
29th International Panel Data Conference
Type of Communication: Oral Presentation. «Estimation and inference for varying coefficient multidimensional fixed-effects panel data models«
Author/s: Henderson, D.J., Parmeter, C. & Soberón, A.
Year: 2024
29th International Panel Data Conference
Type of Communication: Oral Presentation. «An empirical likelihood goodness-of-fit test for panel data models with interactive fixed effects«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2024
2024 International Association for Applied Econometrics Annual Conference (IAAE2024)
Type of Communication: Oral Presentation. «An empirical likelihood goodness-of-fit test for panel data models with interactive fixed effects«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2024
7th International Conference on Econometrics and Statistics (EcoSta2024)
Type of Communication: Oral Presentation. «Estimation and inference for varying coefficient multidimensional fixed-effects models«
Author/s: Henderson, D.J., Parmeter, C. & Soberón, A.
Year: 2024
31st Annual Symposium of the Society for Nonlinear Dynamics and Econometrics
Type of Communication: Oral Presentation. «Efficient semiparametric estimation of European climate policy effects«
Author/s: Musolesi, A., Mazzanti, M., Soberón, A. & Rodríguez-Poo, J.M.
Year: 2024
7th International Conference on Econometrics and Statistics (EcoSta2024)
Type of Communication: Oral Presentation. «An empirical likelihood goodness-of-fit test for panel data models with interactive fixed effects«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2024
International Symposium on Nonparametric Statistics 2024 (ISNPS 2024)
Type of Communication: Oral Presentation. «Estimation and inference of panel data models with a generalized factor structure«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S.
Year: 2024
International Symposium on Nonparametric Statistics 2024 (ISNPS 2024)
Type of Communication: Oral Presentation. «Revisiting localized technical change: a nonparametric instrumental regression approach with mixed-type endogenous regressors«
Author/s: Golinelli, D. & Musolesi, A.
Year: 2024
7th International Conference on Econometrics and Statistics (EcoSta2024)
Type of Communication: Oral Presentation. «Estimation and inference of panel data models with a generalized factor structure«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S.
Year: 2024
29th International Panel Data Conference
Type of Communication: Oral Presentation. «Estimation and inference of panel data models with a generalized factor structure«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S.
Year: 2024
12th Annual Conference of the International Association for Applied Econometrics (IAAE2025)
Type of Communication: Oral Presentation. «Quantile regression with Bernstein polynomial«
Author/s: Pereda-Fernández, S.
Year: 2025
12th Annual Conference of the International Association for Applied Econometrics (IAAE2025)
Type of Communication: Oral Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2025
8th International Conference on Econometrics and Statistics (EcoSta 2025)
Type of Communication: Invited Presentation. «Quantile regression with Bernstein polynomials«
Author/s: Pereda-Fernández, S.
Year: 2025
8th International Conference on Econometrics and Statistics (EcoSta 2025)
Type of Communication: Invited Presentation. «A Gaussian process approach for testing varying coefficient models«
Author/s: Arteaga-Molina, L.A. & Rodríguez-Poo, J.M.
Year: 2025
8th International Conference on Econometrics and Statistics (EcoSta 2025)
Type of Communication: Invited Presentation. «Estimation and inference of panel data models with a generalized factor structure«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S.
Year: 2025
30th International Panel Data Conference
Type of Communication: Oral Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2025
30th International Panel Data Conference
Type of Communication: Oral Presentation. «Estimation of functional coefficient panel data models with endogenous selectivity and fixed effects: a pairwise approach«
Author/s: Henderson, D.J., Rodríguez-Poo, J.M., Soberón, A. & Wang, T.
Year: 2025
HiTEc meeting & workshop on complex data in econometrics and statistics (HiTEc & CoDES 2025)
Type of Communication: Oral Presentation. «Estimation of functional coefficient panel data models with endogenous selectivity and fixed effects: a pairwise approach«
Author/s: Henderson, D.J., Rodríguez-Poo, J.M., Soberón, A. & Wang, T.
Year: 2025
HiTEc meeting & workshop on complex data in econometrics and statistics (HiTEc & CoDES 2025)
Type of Communication: Oral Presentation. «Estimation and inference of panel data models with a generalized factor structure«
Author/s: Rodríguez-Poo, J.M., Soberón, A. & Sperlich, S.
Year: 2025
51th Annual Conference – Eastern Economic Association
Type of Communication: Oral Presentation. «Labor income tax shocks and corporate R&D«
Author/s: Ghazi, S., Henderson, D.J., Soberón, A. & Wang, T.
Year: 2025