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Bowery Wall Tagged After Getting Mural By Controversial Pick, David Choe
June 12, 2017 By Shannon Barbour
(Photo courtesy of Shannon Barbour)
Taggers wasted no time marking up the Bowery wall's newest mural.
The wall, on Houston Street and Bowery, has featured work by artists like Keith Haring and Kenny Scharf in the past and is now host to David Choe's mural, completed last week.
Tags: big time mob, Bowery Graffiti Wall, btm, david choe, East Village, goldman global arts, houston street, keith haring, kenny scharf, new york city, shepard fairey, soho
Arts & Culture, news 1 Comment
Clayton Patterson Brings Back the Clayton Cap With a Little Help From His Friends
The most exciting thing to happen in fashion this month has nothing to do with Fashion Week. Far, far away from the uptown tents, Clayton Patterson is bringing back the Clayton cap.
In case you missed the history lesson in Captured, the documentary about the Lower East Side documentarian, the Clayton cap was created in 1986, when Patterson discovered a couple of mom-and-pop shops on Avenue A that did iron-ons and embroidery. "A lot of the street gangs would go in there and cut out their letters and iron them on their jackets," Clayton remembered. When Clayton realized the shop could also make custom baseball hats, the first Clayton cap was born.
Tags: Arts + Culture, clayton caps, clayton patterson, dameht, david hockney, Fashion + Shopping, jim dine, keith haring, Lower East Side, mick jagger
Honoring NYC's Wild Nights of Go-Go Boys and 'No Lips Below the Hips'
September 11, 2015 By amiltonnymag
"A night at Danceteria," pictured are Ethyl Eichelberger, Keith Haring, Cookie Mueller & John Sex Danceteria, New York City 1984 (Photograph by Joseph Modica)
A new exhibition at La MaMa brings together the various threads of New York City nightlife, art, and HIV/AIDS activism. The close ties were always there but curators, gallerists, and artists seem to be reassessing spaces that are thought to be reserved for escapism and debauchery. Osman Can Yerebakan and Emily Colucci (who has contributed to this blog in the past) are the curatorial team behind Party Out of Bounds: Nightlife as Activism Since 1980. The show has been in the works for two years, so Colucci and her curatorial partner have been able to compile an incredible array of archival materials, photographs, and work by artists who are long gone and contemporary artists and activists who are ensuring the party rages on.
Tags: Aldo Hernandez, Bars + Restaurants, Clit Club, club kids, Cookie Mueller, danceteria, East Village, Emily Colucci, Ethyl Eichelberger, John Sex, keith haring, la mama, limelight, Lower East Side, MEAT, meatpacking district, No Pants No Problem, pyramid club
Joey Ramone and Basquiat Are Hanging On the Bowery Again
September 3, 2015 By Daniel Maurer
Okay, not hanging — this is street art, after all. But check out the mural that Solus and John "Crash" Matos put up today just across the way from the former CBGB, at Bleecker and Bowery. According to the LISA Project, the piece is part of the LoMan Art Festival, and marks the anniversary of the Ramones' first show at CBGB, on August 16, 1974.
Tags: andy warhol, Arts + Culture, Bowery, East Village, jean-michel basquiat, joey ramone, jon varvatos, keith haring, lisa bonet, loman fest, ricky powell, saxon + parole, sofia coppola, the beastie boys, the lisa project
Bring a Rod to Governors Island and Catch Some Haring
July 20, 2015 By Daniel Maurer
You used to be able to see Keith Haring's art just by ducking into the subway — now all you have to do is catch a ferry to Governors Island. Not only are photos of the East Village legend's subway squiggles on display at an exhibit of downtown public art, but you can also peep this Haring hologram.
Tags: Arts + Culture, governor's island, holocenter, holograms, keith haring
Keith Haring's NSFW Bathroom Doodles On Display at Relaunched LGBT Community Center
February 4, 2015 By Jas Chana
Deborah Kass, "Deb," 2012. Screenprints, edition of 60, 24 x 24 inches each.
Some of the city's most colorful characters flocked to The Lesbian, Gay, Bisexual & Transgender Community Center last night to celebrate the completion of a $9.2 million renovation project. A sparkling rainbow ribbon was cut by Edie Windsor, who famously caused the Supreme Court to change its exclusively heterosexual interpretation of marriage through a civil rights case that is now a historical milestone for the LGBT community. Cheers resounded as it fell to the floor.
Tags: andy warhol, Beyond, greenwich village, keith haring, lgbt, The Lesbian Gay Bisexual & Transgender Community Center
Astor Place Lost a Cube But Got This Keith Haring Self-Portrait
December 2, 2014 By Daniel Hoffman
More ch-ch-ch-changes on Astor Place, where last week the beloved cube went away for a while. What did we spy on our way into work today but this gleaming Keith Haring sculpture outside of 51 Astor Place. Apparently the lobby's Jeff Koons rabbit wasn't blingy enough.
Tags: 51 astor place, Arts + Culture, East Village, keith haring, sculpture
Nightclubbing | Strange Party, 1980
April 25, 2013 By Emily Armstrong and Pat Ivers
Pat Ivers and Emily Armstrong are sifting through their voluminous archive of punk-era concert footage as it's digitized for the Downtown Collection at N.Y.U.'s Fales Library.
Described by the Soho Weekly News as "New York's best party band," Strange Party was a witty, stylish group serving up a fizzy cocktail of performance art with a dash of Latin-infused new wave. They were a huge outfit with six backup musicians and four vocalists upfront. And what vocalists! Led by downtown art star Joey Arias, the quartet was rounded out by Tony Frere, Paige Wood, and Janus Budde. They were eccentric and compelling — their guitarist George Elliot once described the band as "a little like heavy metal Ricky Ricardo." Joey suggested they were just trying to turn art into fun.
Tags: ann magnuson, cirque du soleil, controtions, danceteria, david bowie, East Village, george elliot, janus budde, jean-michel basquiat, keith haring, klaus nomi, kristian hoffman, mumps, nightclubbing, paige wood, Robin Schanzenbach, strange party, thierry mugler, tony frere
Nightclubbing | After-Hours, 1980
October 26, 2012 By Emily Armstrong and Pat Ivers
Pat Ivers and Emily Armstrong continue sorting through their archives of punk-era concert footage as it's digitized for the Downtown Collection at N.Y.U.'s Fales Library.
Danceteria video lounge (Photo: Emily Armstrong)
When BAD Burger announced last month that it was ditching its plan to stay open 24/7, it seemed like one more market indicator of the neighborhood's shifting demographic from boho stronghold to, well, we're not sure what it is anymore, other than upscale. It got us thinking about how much things have changed from those wild years in the late '70s and early '80s when rents were low, charm was currency and after hours clubs were everywhere. The fact that these establishments were blatantly illegal barely furrowed a brow back then. They were just part of the city's recession economy.
For a lot of people, those early Reagan Years were also the Up All Night Years. Typically, an after-hours spot opened around 3 a.m. and gave up the ghost around noon. Somehow, they were always packed and never too hard to find. Given the variety and sheer number of options available, folks tended to flit from place to place, but clubs did have individual identities. AM/PM in Tribeca attracted a mix of Wall Street types, downtown rockers and artists, while Crisco Disco and the Anvil were for the gay boys on the West Side. The Jefferson was shabby chic, a derelict vaudeville theater and a bit of a death trap; there was only a narrow staircase to the second floor where the festivities sometimes spilled out onto a rickety marquee overlooking East 14th Street. It did have romance: a friend of ours met his first wife there. More →
Tags: 3 teens kill, after-hours clubs, aleph ashline, Arts + Culture, bad burger, berlin, brownies, bush tetras, club 82, danceteria, david wojnarowicz, East Village, high line, keith haring, laight street, nightclubbing, save the robots, the continetal


We are collecting donations for the animals of the Central Italian earthquake, to provide food, medication and anything they require.
We will take dog and cat food to the nearest canile to the epicentre so please donate whatever you can.
You can used our paypal - hideawayamandola@aol.com and we will make sure we take the food as soon as we possibly can.


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Conversations With Isaac
Conversations and funny things that happen with my son.
Whine Time
October 17, 2016 | SS
Isaac started kindergarten this year. One day he told me. "I hate it when kids are whiny all the time. They say, "Stoooop it Iiisaac." Like this.
So I asked, "What do you do to make them say that?"
And Isaac said, "We're not talking about that right now."
We welcomed Alexander Brooks Smelcer-Zhang into our family July 16, 2016. While we were still in the hospital Isaac pulled up his shirt and said, "I can help feed the baby too."
Mummy Babies
September 9, 2015 | SS
Isaac is really into Mummies lately. They had a book at school he liked and then we checked out a bunch from the library. Isaac doesn't think they are gross and even thinks this mummy is pretty.
But the other day in the car we were talking about how much cows weigh at birth (some dairy cows weigh 109 lb.) versus how much humans weigh at birth (you know), and Isaac said, how much do mummies weigh at birth?
Then poop pooped in peepee's pants
Isaac likes to tell jokes now. Unfortunately they all have the same punch line. An example is, "why did the wall hold up the roof?" "Because poop pooped in peepee's pants." For the sake of variety, sometimes pee poops in poopoo's pants, or pees in peepee's pants, or peepee pees in poopoo's pants, you get the idea…
Stupid monkey
May 22, 2015 | SS
Two funny things happened with Isaac during one safari ride at Animal Kingdom. When we first got on the ride Isaac looked at the animals and said, "can we kill them and eat them?"
A little later on in the ride Isaac said, "hi monkey!" Really loud and everyone on the jeep laughed. Then he said, "you stupid monkey."
…uncomfortable silence.
Old Post- Just Now Publishing
This is from May 2014- but somehow I published it to the wrong place…
Yesterday I had to make a Skype phone call to a business associate in the UK.
It was early in the morning and so I did it from home, and Isaac was with me.
As soon as he heard me on the phone he ran into my office and started listening into the phone call. He started calling the man, whose name is Stephen, David. So I corrected him and said his name was Stephen, but for some reason Isaac misheard me and thought I said Stinky.
So then he started saying, "Hey Stinky, how are you doing Stinky?"
Boy Words
There are a few words and phrases Isaac says often, and when I try to say them he will say, "You can't say that, it is a boy word."
"For real life, I'm sure" is one of the phrases. He uses this the most often but there have been others as well.
I ask him what are some girl words I can say, but he doesn't know any.

redpajama_set_name: RedPajamaCommonCrawl


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Birgitta Ingvaldsdotter, född cirka 1468, död efter år 1527, var en svensk borgare. Hon tillhörde de ledande borgarna i Stockholm under 1500-talets början.

Hon var dotter och enda barnet till borgaren Ingvald Torstensson (d. 1505) och Anna Jakobsdotter (d. 1491). Hon gifte sig senast 1490 med köpmannen Anders Svensson Hellsing. Vid moderns död ärvde hon en förmögenhet bestående av ett stenhus, en stenbod, ett brygghus, samt 600 mark i kontanter, silver och andra gåvor. Efter svärfadern Sven Hellsing (d. 1495) ärvde maken ytterligare en förmögenhet. Birgitta fick ofta ansvaret för makens affärsverksamhet under hans affärsresor kring Östersjön, och när han sedan också drabbades av en långvarig sjukdom, tog hon över också då han var hemma. Hon noteras ha betalat parets skatt 1502 och 1503, och skötte kontakterna med järn- och kopparproducenterna i Bergslagen.

Vid makens död strax därpå blev hon en rik och barnlös änka. Hon gifte 1504 om sig med den förmögne tyske köpmannen Gert Brüning (d. 1518), som var det dåvarande Stockholms största skattebetalare och som genom giftermålet kunde etablera sig i Sverige. Maken handlade med koppar, kläde, humle och salpeter mellan Stockholm och Lübeck, och Birgitta Ingvaldsdotter skötte kontakterna med kopparproducenterna i Bergslagen. Genom sin fars (1505) och makes (1518) död ärvde hon ytterligare två förmögenheter. Birgitta Ingvaldsdotter fortsatte att sköta makens affärsverksamhet och tillhörde de främsta skattebetalarna i Stockholm 1518–1522. Hon avslutade sin verksamhet när hon 1522 gifte om sig med den tyske borgaren Hans Nagel.

Hon bedrev också välgörenhet och skänkte hyresinkomsterna från några av sina fastigheter till S:t Nicolai gille, som i sin tur använde pengarna för fattigvård. År 1527 ansökte hon framgångsrikt om att återfå de hus vars intäkter hon och fadern låtit S:t Nicolai gille respektive franciskanerna erhålla, något som blivit tillåtet genom Västerås riksdag i juni 1527 under reformationen i Sverige. Det är den sista uppgiften som finns dokumenterad om henne, och hennes dödsdatum är okänt.

Källor
 .

Födda 1468
Avlidna 1500-talet
Kvinnor
Personer inom Sveriges näringsliv under 1500-talet
Personer under äldre vasatiden
Personer i Sverige under 1400-talet

redpajama_set_name: RedPajamaWikipedia


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Trending NowGreg Abbott border crisis Matt Gaetz house Judiciary Committee Covid-19 Ted Cruz Andy Biggs Alejandro Mayorkas 2024 Nikki Haley Joe Manchin Joe Biden
MAXINE'S MISSION: Waters Vows Political 'PAYBACK' After 2018 Midterms
Firebrand Congresswoman Maxine Waters previewed her progressive agenda should the Democrats retake control of Congress next week; vowing political payback against Wall Street, the banks, and other opponents.
Waters was speaking to supporters this week when she pledged to take on her critics and other conservatives should she lead the House Financial Services Committee, saying "What I am going to do to you is fair. I'm going to do to you what you did to us."
"I have not forgotten you foreclosed on our houses," she warned. "I have not forgotten that you undermined our communities."
"What I am going to do to you is fair. I'm going to do to you what you did to us," she pledged.
h/t The American Mirror
CHAOS IN CALI: State Official Tells Trump to 'BE CAREFUL' Around Maxine Waters
California Attorney General Xavier Becerra had some harsh words for President Trump just hours before he's scheduled to touch down in the Golden State Monday; sarcastically warning the Commander-in-Chief to avoid Congresswoman Maxine Waters during his visit this week.
Becerra was speaking with MSNBC's Andrew Mitchell when he was asked to comment on the President's fiery speech over the weekend, where he called Maxine Waters a "low-IQ individual."
"I also wanted to give you a moment to comment on your former Congressional colleague Maxine Waters after what the President said about Maxine Waters Saturday night in Pittsburgh," said Mitchell.
"I think Donald Trump probably said that about 2,000 miles away from Maxine Waters because he's probably too afraid to say it to her face," fired-back Becerra. "I suspect that Donald Trump would be afraid to come up to her and actually say something like that to her."
"Maxine can take care of herself, and I would urge Donald Trump to be careful if he ever found himself in a dark alley with Maxine Waters," he added.
Watch Becerra's warning above.
h/t Washington Free Beacon
DESPERATE: Mad Maxine Wants Trump Impeached for 'Racist' NFL Tweets
Crazed California Congresswoman Maxine Waters is again calling for the impeachment of President Trump; this time claiming the President's support for the national anthem at NFL games is "racist" and "frightening."
The firebrand liberal was speaking with MSNBC when she slammed President Trump's calls for an NFL boycott over players who refuse to stand for the 'Star-Spangled Banner,' saying the President simply wants to make America "white" again.
"They play into racism, they do what every other President attempted not to do," said Maxine. "He is about division. He is about signaling to that core group of his that this country that he wants to make great again is all about making it white, and is all about saying to them that your troubles, your problems are caused by those people."
"He's pointing now to the NFL, we know that the majority of these players are African-American, and we know what he is doing. We're not tricked or fooled by him in any shape, form, or fashion," she added. "Here he is strongly criticizing football players and NFL players. It's clear, we know who he is."
"I hope people understand it's about all of this that he should not be the President of the United States of America and we have to get ready for impeachment," said Waters.
Watch Mad Maxine's comments above.
MUST SEE: President Trump Breaks Schedule, Surprises Exhausted Hospital Staffers in Pittsburgh


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\section{Introduction}

Starting with \cite{koenker2004quantile}, the last decade has seen a rapid growth of the literature on quantile regressions for panel data models.  \cite{abrevaya2008effects}, \cite{rosen2012set}, \cite{arellano2016nonlinear} and \cite{graham2018quantile} considered the identification and estimation of quantile effects with fixed $T$\footnote{Throughout the paper we use $N$ and $T$ to denote the number of cross-sectional ovbservations and the number of time-series observations respectively.}; \cite{lamarche2010robust} and \cite{galvao2010penalized} proposed penalized quantile regressions for panel data models with large $T$; \cite{galvao2011quantile} considered quantile regressions of dynamic panels with large $T$; \cite{kato2012asymptotics} and \cite{galvao2016smoothed} focused on the asymptotic distributions of quantile regressions and smoothed quantile regressions; \cite{galvao2013estimation} studied censored quantile regressions for panel data; quantile panel models with interactive fixed effects were considered by \cite{harding2014estimating}, and more recently by \cite{ando2019quantile} and \cite{chen2019twostep}.

Among these methods, the estimation approach of \cite{canay2011simple} is one of the most widely used in empirical studies. According to \cite{10.1093/ectj/utz012}, \cite{canay2011simple} was cited by 120 papers, 81 of which employed its estimator. We refer to \cite{10.1093/ectj/utz012} for an excellent summary of these empirical studies.

The model considered by \cite{canay2011simple} is a standard panel data model with individual fixed effects, where the unobserved idiosyncratic errors are subject to conditional quantile restrictions. The estimation method proposed by \cite{canay2011simple} consists of two steps: in the first step, the individual effects are estimated using the standard fixed effects estimator for linear panel data models; in the second step, the coefficients of the regressors are estimated using standard quantile regressions, treating the estimated individual effects from the first step as given. The intuition behind this two-step estimator is simple, and the its implementation in practice is very easy --- this explains its popularity among empirical researchers.

However, simplicity comes at costs. First, the consistency of \cite{canay2011simple}'s two-step estimator requires certain moments of the idiosyncratic errors to exist, thus the robustness of quantile regressions against heavy-tailed distributions is sacrificed. In comparison, \cite{galvao2016smoothed} estimate the coefficients and the individual effects jointly, and they only require the density functions of the idiosyncratic errors to exist. Second, the validity of \cite{canay2011simple}'s asymptotic analysis was called into question recently by  \cite{10.1093/ectj/utz012}, who discussed two potential errors in \cite{canay2011simple}'s theoretical results: (i) the assumption that $N/T^s\rightarrow 0$ for some $s>1$ is not enough to ignore the asymptotic bias of the estimated coefficients, and (ii) the asymptotic variance of the estimated coefficients derived by \cite{canay2011simple} is not correct.

While the second problem raised by \cite{10.1093/ectj/utz012} can be easily solved by deriving the correct asymptotic variance that takes into account both cross-sectional and serial correlations of the within-transformed regressors (see the exact definition below), the first problem is related to a fundamental issue in fixed effects estimator of nonlinear panel data models. To facilitate the discussion, let $\{Y_{it},X_{it}\}_{1\leq i\leq N,1\leq t\leq T}$ be a panel of observed variables, and let $\{\alpha_i\}_{1\leq i\leq N}$ be the unobserved individual effects. Let $\mathcal{L}$ be a smooth function where the true coefficients is defined by $\beta_0 = \argmin \mathbb{E}\left[  \mathcal{L}( Y_{it},\beta'X_{it} +\alpha_i ) | \alpha_i\right]$, so the fixed effects estimator is given by
\[ (\hat{\beta}^{FE},\hat{\alpha}_{1}^{FE},\ldots,\hat{\alpha}^{FE}_N)
=\argmin_{\beta,\alpha_1,\ldots,\alpha_N} \frac{1}{NT}\sum_{i=1}^{N}\sum_{t=1}^{T} \mathcal{L}( Y_{it},\beta'X_{it} +\alpha_i ).
\]
Under some regularity conditions, \cite{hahn2004jackknife} showed that
\[  \hat{\beta}^{FE} -\beta_0 = \frac{1}{\sqrt{NT}}\cdot \mathcal{N}(0,\mathbf{V}) + \frac{b}{T} +o_P(T^{-1}),\]
where $\mathcal{N}(0,\mathbf{V}) $ denotes a vector of normal random variables with means 0 and covariance matrix $\mathbf{V}$, and $b$ is a bias term due to the estimation errors $\hat{\alpha}_{1}^{FE},\ldots,\hat{\alpha}^{FE}_N$. Thus, under the assumption that $N/T\rightarrow \kappa^2>0$, it follows that $ \sqrt{NT} (\hat{\beta}^{FE} -\beta_0 ) \overset{d}{\rightarrow} \mathcal{N}(\kappa  b,\mathbf{V})$. The presence of $\kappa  b$ in the asymptotic distribution of $\hat{\beta}^{FE}$ means that the standard inference on $\beta_0$ using a consistent estimator $\hat{\mathbf{V}}$ of $\mathbf{V}$ is not valid. For example, let $\beta_j$ denote the $j$th element of $\beta$ and let $\mathbf{V}_{jj}$ denote the $j$th diagonal element of $\mathbf{V}$, then the coverage probability of the confidence interval
\[  \left[ \hat{\beta}^{FE}_j -1.96 \sqrt{ \hat{\mathbf{V}}_{jj}/NT  }, \hat{\beta}^{FE}_j +1.96 \sqrt{ \hat{\mathbf{V}}_{jj}/NT  } \right]    \] will not converge to $95\%$ (the nominal level) as $N,T$ go to infinity unless $b=0$. To solve this problem, one can use either analytical bias correction (see \citealt{hahn2004jackknife}) or split-panel jackknife (see \citealt{dhaene2015split}) to alleviate the term $b/T$. Alternatively, in applications where $T$ is much larger than $N$, the asymptotic bias can be simply ignored because $\kappa$ is close to 0. However, for the fixed effects estimator of quantile panel data models where $\mathcal{L}( Y_{it},\beta'X_{it} +\alpha_i ) = \rho_{\tau}(Y_{it} - \beta'X_{it}-\alpha_i)$ and $\rho_{\tau}(u)= (\mathbf{1}\{u\leq 0\}-\tau) u$ is the check function, \cite{kato2012asymptotics} showed that due to the non-smoothness of the check function,
\[  \hat{\beta}^{FE} -\beta_0 \approx \frac{1}{\sqrt{NT}}\cdot \mathcal{N}(0,\mathbf{V}) + O_P\left( \frac{1}{T^{3/4}} \right) ,\]
thus the condition $N^2/T\rightarrow 0$ is required to ignore the asymptotic bias\footnote{In fact, \cite{kato2012asymptotics} explains why it is in general very difficult to derive the analytical expression of the $O_P(T^{-3/4})$ term. Thus, it is unknown whether this term is a bias or a variance term.}. Based on the analysis of \cite{kato2012asymptotics}, we first decompose the stochastic expansion of \cite{canay2011simple}'s two-step estimator, point out an error in \cite{canay2011simple}'s proof that leads to the omission of the asymptotic bias, and argue that $N^2/T\rightarrow 0$ is needed to ignore the asymptotic bias --- this is in contrast to \cite{10.1093/ectj/utz012}'s claim that $N/T\rightarrow 0$ is the required condition for the asymptotic bias to disappear. As discussed above, ignoring the asymptotic bias could result in series problems in the inference on the true coefficients. In one of the simulated model, we find that the coverage rates of the confidence intervals (with $95\%$ nominal level) based on \cite{canay2011simple}'s estimator is lower than $3\%$ when $N=1000$ and $T=20$.

That being said, the main goal of our paper is to provide an alternative easy-to-implement estimator for quantile panel data models. Therefore, our paper can be viewed as both an complement and an extension of \cite{canay2011simple} and \cite{10.1093/ectj/utz012}\footnote{\cite{10.1093/ectj/utz012} also proposed an alternative estimator to reduce the bias, but the asymptotic analysis was not provided.}. The new estimator consists of two steps, where the first step is identical to the first step of \cite{canay2011simple}'s estimation approach, and in the second step we use smoothed quantile regressions instead of standard quantile regressions to estimate the coefficients of the regressors, treating the estimated fixed effects from the first step as given.  Thus, for the many empirical researchers who find \cite{canay2011simple}'s method attractive because of its computational convenience, the cost of learning the new estimator is very low. More importantly, this new estimator allows us to derive the analytical expression of its asymptotic bias. Given the analytical expression of bias, we show that it is fairly easy to constructed bias-corrected estimators and to make valid inference on the true coefficients.

The rest of the paper is organized as follows: In Section 2 we revisit \cite{canay2011simple}'s estimator and point out the main error in his asymptotic analysis. Section 3 introduces an alternative two-step estimator for quantile panel data models, and establishes its asymptotic distribution. We also discuss how to do bias corrections and how to make valid inference based on the bias-corrected estimators. Section 4 provides finite sample simulation results to support our theoretical analysis and to illustrate the importance of bias correction. Finally, Section 5 concludes.

\section{Revisiting Canay (2011)'s Estimator}
\subsection{The Model and Estimator}
Following \cite{canay2011simple},  we consider the following panel data model:
\begin{equation}\label{model1}
Y_{it} =\beta(U_{it})'W_{it}+\alpha_i,
\end{equation}
where $W_{it}=[1,X_{it}']'$, $ X_{it}\in\mathbb{R}^{d}$, $\beta(\cdot): [0,1] \mapsto \mathbb{R}^{d+1}$, $U_{it}\sim \mathcal{U}[0,1]| (X_{it},\alpha_i)$, and $\alpha_i$ represents the time-invariant individual effect. Note that $\beta_1(U_{it})$, the first element of $\beta(U_{it})$, can not be separately identified from $\alpha_i$. Thus, the normalization $\mathbb{E}[\beta_1(U_{it}) ]=0$ is imposed throughout the paper. Assuming that the mapping $\tau: \mapsto \beta(\tau)'W_{it}$ is strictly increasing for all $W_{it}$, then we have
\[ P[Y_{it}\leq \beta(\tau)'W_{it}+\alpha_i | X_{it},\alpha_i ] =\tau,\]
or
\begin{equation} \mathsf{Q}_{Y_{it}}[\tau|X_{it},\alpha_i] =\beta(\tau)'W_{it}+\alpha_i  .\end{equation}

Suppose that there is a panel of observed variables $(Y_{it},W_{it})$ for $i=1,\ldots, N$ and $t=1,\ldots,T$. The main object of interest is the partial quantile effect: $\beta(\tau) = \partial \mathsf{Q}_{Y_{it}}[\tau|X_{it},\alpha_{i}] /\partial W_{it}$. The two-step estimator for $\beta(\tau)$ of \cite{canay2011simple} can be defined as follows. First, let
\begin{equation*}
\hat{\alpha}_i = \bar{Y}_i -  \hat{\theta}'\bar{X}_i,
\end{equation*}
where $\bar{Y}_i =T^{-1}\sum_{t=1}^{T}Y_{it}$, $\bar{X}_i =T^{-1}\sum_{t=1}^{T}X_{it}$, and $\hat{\theta}$ is the standard fixed effect estimator, i.e.,
\[     \hat{\theta} = \left( \sum_{i=1}^{N}\sum_{t=1}^{T} \ddot{X}_{it}\ddot{X}_{it}' \right)^{-1}\left( \sum_{i=1}^{N}\sum_{t=1}^{T} \ddot{X}_{it}\ddot{Y}_{it} \right) ,  \]
where $\ddot{X}_{it} =X_{it} -\bar{X}_i$ and $\ddot{Y}_{it} =X_{it} -\bar{Y}_i$ are the within-transformed regressors and dependent variables. In the second step, $\beta(\tau)$ is simply estimated by:
\[ \tilde{\beta}(\tau) =  \argmin_{\beta} \sum_{i=1}^{N}\sum_{t=1}^{T}\rho_{\tau} \left(  Y_{it} -\beta'W_{it}-\hat{\alpha}_i \right).\]

\subsection{Expansion of $ \tilde{\beta}(\tau) -\beta(\tau)$}

To simply the notations, let $\{\alpha_{01}, \ldots, \alpha_{0N}\} $ be the realized values of the individual effects, and our analysis in this paper are conditional on them.

Note that by defining $\lambda_0 =[0,\theta_0']' = \mathbb{E}[ \beta(U_{it})]$, model \eqref{model1} can be written as (conditional on $\alpha_{01},\ldots,\alpha_{0N}$)
\[
  Y_{it} =\lambda_0'W_{it}+\alpha_{0i} +\epsilon_{it} =\theta_0'X_{it}+\alpha_{0i}+\epsilon_{it},\text{ where }  \epsilon_{it} = \left( \beta(U_{it}) -\lambda_0\right) 'W_{it}, \]
and $\mathbb{E}[\epsilon_{it}|X_{it}]=0$. In other words, model \eqref{model1} can be transformed into a standard linear panel data model where $\alpha_{01},\ldots,\alpha_{0N}$ can be consistently estimated using the fixed effects estimator in the first step.

Define $\psi(u) = \tau - \mathbf{1}\{u\leq 0\}$, and expanding $\mathbb{E}[ \psi( Y_{it} -\tilde{\beta}(\tau)'W_{it}-\hat{\alpha}_i )W_{it}  ]$ around $(\beta(\tau),\alpha_{0i})$ gives
\begin{multline}\label{eq3}
-\mathbb{E}[ \psi( Y_{it} -\tilde{\beta}(\tau)'W_{it}-\hat{\alpha}_i )W_{it}  ] =  \mathbb{E}[ \mathsf{f}_{it}(0|X_{it})W_{it} W_{it}' ]\cdot(\tilde{\beta}(\tau) -\beta(\tau) )
+\mathbb{E}[ \mathsf{f}_{it}(0|X_{it})W_{it} ]\cdot(\hat{\alpha}_i -\alpha_{0i} ) \\
- 0.5\cdot \mathbb{E}[ \mathsf{f}^{(1)}_{it}(0|X_{it})W_{it} ]\cdot(\hat{\alpha}_i -\alpha_{0i} )^2 + O(1)\cdot (\hat{\alpha}_i -\alpha_{0i} )^3 +o_P(\|\tilde{\beta}(\tau) -\beta(\tau) \|),
\end{multline}
where
\[u_{it} =  \left( \beta(U_{it}) -\beta(\tau)\right) 'W_{it} =Y_{it} - \beta(\tau)'W_{it}-\alpha_{0i}, \] $\mathsf{f}_{it}$ is the density function of $u_{it}$, and $\mathsf{f}_{it}^{(j)}(u) =\partial^j \mathsf{f}(u)/\partial u^j $. Next, assume stationarity and define
\[\Sigma = \lim_{N\rightarrow\infty} \frac{1}{N}\sum_{i=1}^{N}   \mathbb{E} \left[ \mathsf{f}_{it}(0|X_{it}) W_{it}W_{it}' \right], \quad \gamma_i=\mathbb{E}[ \mathsf{f}_{it}(0|X_{it})W_{it} ],
\quad \eta_i = \mathbb{E}[ \mathsf{f}^{(1)}_{it}(0|X_{it})W_{it} ],
\]
\[  \mathbb{V}_{NT} (\beta,\alpha_1,\ldots,\alpha_N) =\frac{1}{\sqrt{NT}}\sum_{i=1}^{N}\sum_{t=1}^{T}\{ \psi( Y_{it} -\beta'W_{it}-\alpha_i )W_{it} -
\mathbb{E}[ \psi( Y_{it} -\beta'W_{it}-\alpha_i )W_{it}]\}.
\]
By the computational properties of the quantile regressions and equation \eqref{eq3}, we have the following stochastic expansion for $\tilde{\beta}(\tau) -\beta(\tau)$:
\begin{multline}\label{eq4}
\Sigma \cdot(\tilde{\beta}(\tau) -\beta(\tau) ) =\frac{1}{NT} \sum_{i=1}^{N}\sum_{t=1}^{T}\psi( u_{it} )W_{it}-\frac{1}{N} \sum_{i=1}^{N}\gamma_i\cdot(\hat{\alpha}_i -\alpha_{0i} ) + 0.5\frac{1}{N} \sum_{i=1}^{N}\eta_i\cdot(\hat{\alpha}_i -\alpha_{0i} )^2\\
+ \frac{1}{\sqrt{NT}} \left(\mathbb{V}_{NT} (\tilde{\beta}(\tau),\hat{\alpha}_{1},\ldots,\hat{\alpha}_{N})  -  \mathbb{V}_{NT} (\beta(\tau),\alpha_{01},\ldots,\alpha_{0N})  \right)
+o_P(\|\tilde{\beta}(\tau) -\beta(\tau) \|) +o_P(T^{-1}).
\end{multline}
Similar to the proof Theorem 2 below, it can be shown that
\[ \frac{1}{NT} \sum_{i=1}^{N}\sum_{t=1}^{T}\psi( u_{it} )W_{it}-\frac{1}{N} \sum_{i=1}^{N}\gamma_i\cdot(\hat{\alpha}_i -\alpha_{0i} ) + 0.5\frac{1}{N} \sum_{i=1}^{N}\eta_i\cdot(\hat{\alpha}_i -\alpha_{0i} )^2= \frac{1}{\sqrt{NT}}\cdot \mathcal{N}(0, \Omega) + \frac{c}{T} + o_P(T^{-1}) \]
where $\Omega$ is a covariance matrix which will be defined in Theorem 2 (also see Remark 4 for a mistake in \citealt{canay2011simple}'s expression for the variance matrix) and $c$ is a nonzero constant vector. The key step in \cite{canay2011simple}'s analysis is to show that
\begin{equation}\label{eq5} \|\mathbb{V}_{NT} (\tilde{\beta}(\tau),\hat{\alpha}_{1},\ldots,\hat{\alpha}_{N}) -  \mathbb{V}_{NT} (\beta(\tau),\alpha_{01},\ldots,\alpha_{0N})\|=o_P(1),\end{equation}
which was proved in Lemma A.1 of \cite{canay2011simple}. Inspecting the proof of the above result in \cite{canay2011simple}, it is clear that the following inequality was assumed to be true:
\begin{multline}\label{eq6}\|\mathbb{V}_{NT} (\tilde{\beta}(\tau),\hat{\alpha}_{1},\ldots,\hat{\alpha}_{N}) -  \mathbb{V}_{NT} (\beta(\tau),\alpha_{01},\ldots,\alpha_{0N})\|  \\
\leq  \sup_{\mbox{\tiny$\begin{array}{c}
\| \beta-\beta(\tau)\| \leq \| \tilde{\beta}(\tau) -\beta(\tau) \| \\
\| \alpha_a -\alpha_b\| \leq \max_{1\leq i\leq N}\| \hat{\alpha}_i -\alpha_{0i}\| \end{array}$}}  \| \mathbb{U}_{NT} (\beta,\alpha_{a}) -  \mathbb{U}_{NT} (\beta(\tau),\alpha_b)\|,
 \end{multline}
where
\[\mathbb{U}_{NT} (\beta,\alpha) =\frac{1}{\sqrt{NT}}\sum_{i=1}^{N}\sum_{t=1}^{T}\{ \psi( Y_{it} -\beta'W_{it}-\alpha )W_{it} -
\mathbb{E}[ \psi( Y_{it} -\beta'W_{it}-\alpha )W_{it}]. \]
By the consistency of $\tilde{\beta}$ and the uniform consistency of $\hat{\alpha}_i$, the right-hand side of \eqref{eq6} can be shown to be $o_P(1)$ because the empirical process $\mathbb{U}_{NT}$ is stochastically equicontinous.

However, it not difficult to see that inequality \eqref{eq6} does not hold in general, and thus the proof of \eqref{eq5} in \cite{canay2011simple} is not correct. In fact, using the arguments of \cite{kato2012asymptotics}, one can show that
\[ \frac{1}{\sqrt{NT}} \left( \mathbb{V}_{NT} (\beta(\tau),\alpha_{01},\ldots,\alpha_{0N})  -\mathbb{V}_{NT} (\tilde{\beta}(\tau),\hat{\alpha}_{1},\ldots,\hat{\alpha}_{N}) \right) \approx O_P\left( \frac{1}{T^{3/4}} \right).\]
Therefore, under the assumption that $N/T\rightarrow \kappa^2>0$, we have
\[ \sqrt{NT}(  \tilde{\beta}(\tau) -\beta(\tau)) \approx \mathcal{N}(\kappa \cdot   \Sigma^{-1} c , \Sigma^{-1}\Omega\Sigma^{-1} ) +O_P\left( \frac{\sqrt{N}}{ T^{1/4}}\right) +o_P(1). \]
Thus, similar to \cite{kato2012asymptotics}, the condition on $N,T$ to ignore the asymptotic bias of the estimator is that $N^2/T\rightarrow 0$, which is different from \cite{canay2011simple}'s assumption that $N/T^s\rightarrow 0$ for some $s>1$ and \cite{10.1093/ectj/utz012}'s claim that $N/T\rightarrow 0$ is required.

Moreover, even if \eqref{eq6} is right and the $O_P(\sqrt{N}/T^{1/4})$ term can be dropped from the above equation, \cite{canay2011simple} still made two mistakes in deriving the asymptotic distribution of his estimator: the asymptotic bias $\kappa \cdot   \Sigma^{-1} c$ is omitted and the expression of $\Omega$ is not correct (see Remark 4 below).

The consequence of ignoring the asymptotic bias of \cite{canay2011simple}'s estimator when $T$ is small compared to $N$ is illustrated using Monte Carlo simulations in Section 4, where we show that the common practice of constructing confidence intervals using \cite{canay2011simple}'s estimator could result in coverage rates that are much lower than the nominal level.

\section{A New Estimator Based on Smoothed Quantile Regressions}
\subsection{The New Estimator}
In this paper, to solve \cite{canay2011simple}'s problem discussed in the previous section, we propose a new two-step estimator based on smoothed quantile regression (SQR hereafter). The first step of our estimation method is the same as the first step of \cite{canay2011simple}'s two-step estimator, i.e., the individual effects are estimated using the standard fixed effects estimators for linear panel data models: $\hat{\alpha}_i =  \bar{Y}_i -  \hat{\theta}'\bar{X}_i$, where $\hat{\theta}$ is defined in Section 2.

In the second step, inspired by \cite{galvao2016smoothed}, we propose to estimate $\beta(\tau)$ using the following SQR:
\begin{equation} \hat{\beta}(\tau) =  \argmin_{\beta} \sum_{i=1}^{N}\sum_{t=1}^{T} \left[  \tau - K\left( \frac{Y_{it} -\beta'W_{it}-\hat{\alpha}_i}{h}\right)  \right] \cdot \left(  Y_{it} -\beta'W_{it}-\hat{\alpha}_i \right) ,\end{equation}
where $K(z) =1- \int_{-\infty}^{z}k(u)du $, $k(\cdot)$ is a continuous function with support $[-1,1]$ and symmetric around 0, and $h$ is a bandwidth parameter.

\vspace{0.2cm}
\noindent{\textbf{Remark 1}: }As pointed out by \cite{kato2012asymptotics}, the main difficulty in deriving the analytical expression for the bias of \cite{canay2011simple}'s estimator originates from the non-smoothness of the check function. The main motivation of using SQR in the second step of the new estimator is to approximate the indicator function by a smooth function. Similar ideas has been explored by \cite{amemiya1982two} and \cite{horowitz1998bootstrap}, but for different objectives. The main purpose of using SQR in our estimator is that it allows us to work out the analytical expression of the asymptotic bias of the estimator, which provides the theoretical basis of using analytical and split-panel jackknife bias corrections.  \qed

\vspace{0.2cm}
\noindent{\textbf{Remark 2}: }In terms of computational cost, the new estimator is slightly more complicated than the estimator of \cite{canay2011simple}, because in the second step the new estimator has to solve a nonlinear minimization problem, while the standard quantile regression in the second step of \cite{canay2011simple}'s estimator can be efficiently solved by linear programming. However, since it only estimate $d+1$ parameters in the second step, the new estimator is still much simpler than the estimator of \cite{galvao2016smoothed} which estimate $d+1+N$ parameters in a nonlinear minimization problem. Moreover, to reduce the computational cost, we can use \cite{canay2011simple}'s estimator (which is consistent) as the initial value in our second step.  \qed

\subsection{Consistency}
To prove the consistency of the new estimator, we impose the following conditions:

\begin{ass}  Let $C, \underline{\rho}$ be positive constants and $\mu_i=\mathbb{E}[X_{it}]$, \\
(i) $(u_{it},X_{it})$ is independent of $(u_{js},X_{js})$ for any $i\neq j$. For each $i$, the distributions of $(u_{i1},X_{i1})$,\ldots, $(u_{iT},X_{iT})$ are identical.\\
(ii) $\rho_{\text{min}}  \left( \mathbb{E} \left[ \mathsf{f}_{it}(0|X_{it}) W_{it}W_{it}' \right]  \right) \geq \underline{\rho}$ for all $i,t$.    \\
(iii) $\mathbb{E} \left[  \|X_{it}\|^4\right]\leq C$, and $\mathbb{E}[|u_{it}|^4 ]\leq C$ for all $i,t$.\\
(iv) $h\rightarrow0$ as $N,T\rightarrow\infty$.\\
(v) $ \sup_{\tau\in(0,1)} \| \beta(\tau) \| \leq C $. \\
(vi) Let $\tilde{X}_{it}=X_{it} -\mu_i$. Then $\mathbf{B} =   \lim_{N\rightarrow\infty}N^{-1}\sum_{i=1}^{N} \mathbb{E}[\tilde{X}_{it}\tilde{X}_{it}']$
is positive definite.
\end{ass}
Assumption 1(i), which is also imposed by \cite{canay2011simple}, is admittedly strong, but it can be relaxed at the expense of much lengthier proofs to allow for serially dependence such as $\beta$-mixing. Assumption 1(ii) is the standard identification condition in quantile regressions, and it is widely used in the literature.

 Unlike \cite{kato2012asymptotics} and \cite{galvao2016smoothed} that only require the density of $u_{it}$ to exist, the consistency our estimator needs the fourth moments of $u_{it}$ to be finite. The lost of robustness against heavy-tailed distributions (such as Cauchy distribution) is the price one has to pay for employing the simpler two-step approaches. Note that by definition, $\epsilon_{it}$ is related to $u_{it}$ by
\begin{equation}\label{eq8}
\epsilon_{it} =\left( \beta(U_{it}) -\lambda_0\right) 'W_{it}= u_{it} + [\beta(\tau) -\lambda_0]'W_{it}.
\end{equation}
Thus, Assumptions 1(i) and 1(iii) imply that $\mathbb{E}[ |\epsilon_{it}|^4] < \infty$ and that $\epsilon_{it}$ is independent of $\epsilon_{js}$ for any $i\neq j $ or $t\neq s$.

Last but not least, for consistency, $h$ is required to converge to 0 in the limit, but different from \cite{kato2012asymptotics} and \cite{galvao2016smoothed}, we don't impose any restrictions on the relative sizes of $N$ and $T$ as long as they both diverge to infinity.

Then, we can show that:
\begin{thm}Suppose that Assumption 1 holds, then $\|\hat{\beta}(\tau) -\beta(\tau)\| =o_P(1)$.
\end{thm}

\vspace{0.2cm}
\noindent{\textbf{Remark 3}: }Assumption 4.2 of \cite{canay2011simple} assumes that
\begin{equation}\label{eq9}  \sqrt{NT}( \hat{\theta} -\theta_0) = \frac{1}{\sqrt{NT}} \sum_{i=1}^{N}\sum_{t=1}^{T} \delta_{it}  +o_P(1), \end{equation}
where $\delta_{it}$ is an i.i.d sequence of zero-mean random vectors such that $\sqrt{NT} (  \hat{\theta} -\theta_0 ) \overset{d}{\rightarrow}\mathcal{N}(0,\mathbf{V})$ with
\[ \mathbf{V} = \lim_{N,T\rightarrow\infty}\frac{1}{NT} \sum_{i=1}^{N}\sum_{t=1}^{T} \mathbb{E}[ \delta_{it}\delta_{it}' ]. \]
However, as pointed out by \cite{10.1093/ectj/utz012}, \eqref{eq9} is unlikely to hold. Instead, in Lemma 1 of the Appendix, we provide a rigorous proof that
\[ \sqrt{NT}( \hat{\theta} -\theta_0) = \mathcal{N}(0, \mathbf{B}^{-1} \Sigma_\theta \mathbf{B}^{-1}) +o_P\left( \sqrt{N}/\sqrt{T}\right),\]
where
\[\Sigma_{\theta} = \lim_{N\rightarrow\infty} \frac{1}{N}\sum_{i=1}^{N} \mathbb{E}[ \epsilon_{it}^2 \tilde{X}_{it}\tilde{X}_{it}'] .\]
\qed

\subsection{Asymptotic Distribution}
To establish the asymptotic distribution of the new estimator, the following conditions are imposed:
\begin{ass}(i) $X_{it}\in\mathcal{X}$ for all $i,t$ and $\mathcal{X}$ is compact.\\
(ii) Let $q\geq 4$, and let $\mathsf{f}_{it}^{(j)}(c) = \partial \mathsf{f}_{it}^{(j)}(c)/\partial c$, $\mathsf{f}_{it}^{(j)}(c|X_{it}) = \partial \mathsf{f}_{it}^{(j)}(c|X_{it})/\partial c$ $j=1,\ldots,q$. Then for each $j$, $|\mathsf{f}_{it}^{(j)}(c) |$ and $ |\mathsf{f}_{it}^{(j)}(c|X_{it})|$  are uniformly bounded for all $i,t$.\\
(iii) For $q\geq 4$, $\int_{-1}^{1}k(u)du=1$, $\int_{-1}^{1}k(u)u^jdu=0$ for $j=1,\ldots,q-1$ and $\int_{-1}^{1}k(u)u^qdu \neq 0$.\\
(iv) $N/T \rightarrow \kappa^2>0$ as $N,T\rightarrow \infty$. $h\asymp T^{-c}$ and $1/q < c< 1/3$.
\end{ass}
The above assumptions are identical to Assumptions (A2), (A5), (A6) and (A7) of \cite{galvao2016smoothed}. We refer to \cite{galvao2016smoothed} for the details of these assumptions. The following theorem gives the asymptotic distribution of the new estimator.

\begin{thm}Under Assumptions 1 and 2, as $N,T\rightarrow\infty$,
\[ \sqrt{NT}(\hat{\beta}(\tau) -\beta(\tau)) \overset{d}{\rightarrow} \mathcal{N}\left( \kappa b, \Sigma^{-1}\Omega\Sigma^{-1} \right),\]
where
\[b= [\lambda_0 -\beta(\tau) ]+ 0.5 \Sigma^{-1}  \cdot   \lim_{N\rightarrow\infty} N^{-1}\sum_{i=1}^{N}\eta_i \mathbb{E}[\epsilon_{it}^2] ,\]
\begin{multline*}
\Omega = \tau(1-\tau)\cdot \lim_{N\rightarrow\infty}\frac{1}{N}\sum_{i=1}^{N} \mathbb{E}[  W_{it}W_{it}'] + \lim_{N\rightarrow\infty}\frac{1}{N}\sum_{i=1}^{N}\gamma_i \gamma_i' \cdot \mathbb{E}\left[\epsilon_{it}^2 \right] +\mathbf{A}\mathbf{B}^{-1} \mathbf{A}'\\
-2 \lim_{N\rightarrow\infty}\frac{1}{N}\sum_{i=1}^{N} \mathbb{E}\left[ \left(\tau - \mathbf{1}\{u_{it}\leq 0\}\right)u_{it}W_{it}      \cdot ( \gamma_i - \mathbf{A}\mathbf{B}^{-1}\tilde{X}_{it})' \right]+2 \lim_{N\rightarrow\infty}\frac{1}{N}\sum_{i=1}^{N}\gamma_i\mathbb{E}\left[\tilde{X}_{it}'\epsilon_{it}^2 \right]\mathbf{B}^{-1} \mathbf{A}',
\end{multline*}
and
\[\mathbf{A} = \lim_{N\rightarrow\infty}N^{-1}\sum_{i=1}^{N}\gamma_i \mu_i'.\]
\end{thm}

\vspace{0.2cm}
\noindent{\textbf{Remark 4}: }In the proof of Theorem 2, we establish the following Bahadur representation for $\hat{\beta}(\tau)$:
\begin{equation*}
\sqrt{NT}(\hat{\beta}(\tau) -\beta(\tau)) =\Sigma^{-1} \frac{1}{\sqrt{NT}} \sum_{i=1}^{N} \sum_{t=1}^{T}Z_{it}+\sqrt{\frac{N}{T}}\cdot b+o_P(1) ,
\end{equation*}
where $Z_{it}=\varrho^{(1)}_{it}W_{it}-\gamma_i\epsilon_{it}-\mathbf{A}\mathbf{B}^{-1} \tilde{X}_{it}\epsilon_{it}$,
and $\Omega$ is is limit of $ N^{-1}\sum_{i=1}^{N}\mathbb{E}[Z_{it}Z_{it}']$. The term $\mathbf{A}\mathbf{B}^{-1} \tilde{X}_{it}\epsilon_{it}$ represents the effects of estimating $\theta_0$ using the fixed effects estimator in the first step. However, this term is omitted in the covariance matrix derived in Theorem 4.2 of \cite{canay2011simple}.  \qed

\subsection{Bias Correction and Inference}
Theorem 2 provides the basis of analytical and split-panel jackknife bias correction.

First, consider analytical bias correction. Define
\[ \hat{\epsilon}_{it} = Y_{it} -\hat{\theta}'X_{it} -\hat{\alpha}_i, \quad \hat{u}_{it} = Y_{it} -\hat{\beta}(\tau)'W_{it} -\hat{\alpha}_i, \]
\[  \hat{\varrho}^{(1)}_{it} = \tau - K(\hat{u}_{it}/h) ,\quad \hat{\varrho}^{(2)}_{it} = k(\hat{u}_{it}/h)1/h, \quad  \hat{\varrho}^{(3)}_{it} = k^{(1)}(\hat{u}_{it}/h)1/h^2, \]
\[ \hat{\Sigma} =  \frac{1}{NT}\sum_{i=1}^{N}\sum_{t=1}^{T}   \hat{\varrho}^{(2)}_{it} W_{it}W_{it}', \quad \hat{\eta}_i = \frac{1}{T}\sum_{t=1}^{T} \hat{\varrho}_{it}^{(3)}W_{it} ,\]
\[\hat{b} = \hat{\lambda} -\hat{\beta}(\tau)+0.5\cdot \hat{\Sigma}^{-1} \cdot \frac{1}{NT}\sum_{i=1}^{N}\sum_{t=1}^{T} \hat{\eta}_i \hat{\epsilon}_{it}^2, \text{ where } \hat{\lambda}=[0,\hat{\theta}']'.\]
Then the estimator with analytical bias correction is defined as
\[ \hat{\beta}_{abc}(\tau) =\hat{\beta}(\tau) - \hat{b}/T. \]

Next, consider split-panel jackknife method. Let $\hat{\beta}_{1}(\tau)$ be our two-step estimator using the sample $\{ (Y_{it},X_{it}),i=1,\ldots,N,t=1,\ldots,T/2\}$, and let $\hat{\beta}_{2}(\tau)$ be our two-step estimator using the sample $\{ (Y_{it},X_{it}),i=1,\ldots,N,t=1+T/2,\ldots,T\}$. Then the estimator with split-panel jackknife is defined as
\[ \hat{\beta}_{spj}(\tau) =2 \hat{\beta}(\tau) - 0.5( \hat{\beta}_1(\tau)+\hat{\beta}_2(\tau)) . \]

Moreover, to make inference we need to estimate the covariance matrix. Define
\[\hat{\gamma}_i = \frac{1}{T}\sum_{t=1}^{T} \hat{\varrho}_{it}^{(2)}W_{it}, \quad \hat{\mathbf{A}} =\frac{1}{N}\sum_{i=1}^{N} \hat{\gamma}_i \bar{X}_i', \quad
\hat{\mathbf{B}}=\frac{1}{NT}\sum_{i=1}^{N}\sum_{t=1}^{T} \ddot{X}_{it} \ddot{X}_{it}',
\]
\[ \hat{Z}_{it} = \hat{\varrho}^{(1)}_{it}W_{it} - \hat{\gamma}_i \hat{\epsilon}_{it} -\hat{\mathbf{A}} \hat{\mathbf{B}}^{-1}\ddot{X}_{it}\hat{\epsilon}_{it}.\]
According to Remark 4, the estimator of $\Omega$ can be constructed as
\begin{equation}\label{eq10} \hat{\Omega} = \frac{1}{NT}\sum_{i=1}^{N}\sum_{t=1}^{T} \hat{Z}_{it}\hat{Z}_{it}'.\end{equation}

Under Assumptions 1 and 2, similar to the proof of Theorem 2, it can be shown that
\begin{equation*}
\sqrt{NT}(\hat{\beta}_{abc}(\tau) -\beta(\tau)) \overset{d}{\rightarrow} \mathcal{N}\left(0, \Sigma^{-1}\Omega\Sigma^{-1} \right),
\end{equation*}
\begin{equation*}
\sqrt{NT}(\hat{\beta}_{spj}(\tau) -\beta(\tau)) \overset{d}{\rightarrow} \mathcal{N}\left( 0,\Sigma^{-1}\Omega\Sigma^{-1} \right),
\end{equation*}
and
\begin{equation*}
\hat{\Sigma}^{-1}\hat{\Omega}\hat{\Sigma}^{-1} \overset{p}{\rightarrow}\Sigma^{-1}\Omega\Sigma^{-1}.
\end{equation*}
The above results ensure that inferences based on the bias-corrected estimators and the estimated variance are asymptotically valid. The finite sample performances of $\tilde{\beta}$ (Canay's two-step estimator), $\hat{\beta}_{abc}$, $\hat{\beta}_{spj}$, and the coverage rates of the corresponding confidence intervals are evaluated in the next section.

\section{Finte Sample Simulations}
In this section, we use Monte Carlo simulations to study the finite sample performances of the proposed estimators. To facilitate the comparison, we use the following data generating process (DGP) identical to the ones used by \cite{canay2011simple}:
\[ Y_{it}=(\epsilon_{it}-1)+\epsilon_{it}X_{it}+\alpha_i,\quad  \alpha_i=\gamma(X_{i1}+\dots+X_{iT}+\lambda_i)-\mathbb{E}(\alpha_i) ,\]
where $X_{it}\sim i.i.d \text{ }Beta(1,1)$, $\lambda_i\sim i.i.d \text{ }N(0,1)$, and $\gamma=2$. As in \cite{canay2011simple}, we consider three different models with different distributions for $\epsilon_{it}$: in Model 1, $\epsilon_{it}\sim i.i.d \text{ }N(2,1)$; in Model 2, $\epsilon_{it}\sim i.i.d \text{ }\exp (1)+2$; in Model 3, $\epsilon_{it} \sim  i.i.d \text{ }B_{it}\cdot \mathcal{N}(1,1) +(1-B_{it})\cdot\mathcal{N}(3,1)$ with $B_{it} \sim Bernoulli(0.3)$. In addition, to see how the proposed estimators perform when the errors have heavy-tailed distributions, we consider Model 4 where $\epsilon_{it}\sim i.i.d \text{ }\mathcal{T}(5)$ where $\mathcal{T}(5)$ represents Student's t distribution with five degrees of freedom.

We focus on the coefficient of $X_{it}$, which is given by $\mathsf{Q}_{\epsilon}(\tau) $ at quantile $\tau$, where $\mathsf{Q}_{\epsilon}(\tau) $ is the quantile function of $\epsilon_{it}$. The following three estimators of $\beta(\tau)$ are considered:
\begin{itemize}
\item $\tilde{\beta}(\tau):$ Canay's two-step estimator;
\item $\hat{\beta}_{abc}(\tau):$ The new two-step estimator with analytical bias correction;
\item $\hat{\beta}_{spj}(\tau):$ The new two-step estimator with split-panel jackknife bias correction.
\end{itemize}
The biases, mean square errors (MSEs), and the coverage rates of the $95\%$ confidence intervals of the three estimators are compared. To construct the confidence intervals, \eqref{eq10} is used to calculate the variances of the three estimators.

In the SQR, the following fourth-order kernel function is used:
\[ k(u)=\frac{105}{64}(1-5u^2+7u^4-3u^6)\mathbf{1}(|u|\leq 1) \]
and the bandwidth is set as $h=0.8$. We have also tried other choices of $h$ and the results are similar. More simulation results with other choices of $h$ are available upon request.

The simulation results (from 1000 replications) for Model 1 to Model 4 at $\tau=0.25$ and $\tau=0.9$ are reported in Table 1 to Table 4 respectively.

{\small
 \begin{center}
  \begin{threeparttable}
  \caption{Biases, MSEs and Coverage Rates for Model 1}

    \begin{tabular}{ccccccccccc}
    \toprule
   &  &
    \multicolumn{3}{c}{Biases}&\multicolumn{3}{c}{MSEs}&\multicolumn{3}{c}{Coverage Rates ($95\%$)}\cr
    \cmidrule(lr){3-5} \cmidrule(lr){6-8}  \cmidrule(lr){9-11}
   & $(N,T)$ &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$\cr
    \midrule
  $\tau =0.25$ & (100,10)&0.077&-0.019&0.013&0.061&0.065&0.110&0.895&0.898&0.807\cr
   & (100,20)&0.036&-0.011&-0.001&0.026&0.028&0.044&0.921&0.922&0.832\cr

    &(200,10)&0.076&-0.011&0.006&0.032&0.029&0.048&0.905&0.931&0.838\cr
    &(200,20)&0.044&0.004&0.003&0.015&0.014&0.023&0.922&0.933&0.844\cr

    &(1000,10)&0.075&0.013&0.003&0.014&0.006&0.010&0.716&0.924&0.841\cr
    &(1000,20)&0.041&0.013&0.002&0.005&0.003&0.004&0.798&0.921&0.867\cr

    \bottomrule
$\tau =0.90$   & (100,10)&-0.059&0.006&-0.001&0.116&0.102&0.186&0.866&0.888&0.775\cr
   & (100,20)&-0.032&-0.002&-0.006&0.049&0.044&0.077&0.897&0.915&0.831\cr

   & (200,10)&-0.058&-0.011&-0.002&0.072&0.047&0.079&0.845&0.920&0.838\cr
   & (200,20)&-0.029&0.002&0.000&0.028&0.023&0.036&0.887&0.929&0.846\cr

   & (1000,10)&-0.058&-0.015&-0.002&0.043&0.011&0.016&0.464&0.892&0.847\cr
   & (1000,20)&-0.030&0.003&-0.000&0.013&0.004&0.007&0.641&0.928&0.839\cr

     \bottomrule
    \end{tabular}
    \begin{tablenotes}
        \footnotesize
        \item {\bf Note:} 1000 replications. DGP: $Y_{it}=(\epsilon_{it}-1)+\epsilon_{it}X_{it}+\alpha_i$, $\alpha_i=\gamma(X_{i1}+\dots+X_{iT}+\lambda_i)-\mathbb{E}(\alpha_i)$, $X_{it}\sim i.i.d \text{ }Beta(1,1)$, $\lambda_i\sim i.i.d \text{ }N(0,1)$, $\gamma=2$, $\epsilon_{it}\sim i.i.d \text{ }N(2,1)$.
      \end{tablenotes}
    \end{threeparttable}
\end{center}
}

{\small
 \begin{center}
  \begin{threeparttable}
  \caption{Biases, MSEs and Coverage Rates for Model 2}

    \begin{tabular}{ccccccccccc}
    \toprule
    &  &
    \multicolumn{3}{c}{Biases}&\multicolumn{3}{c}{MSEs}&\multicolumn{3}{c}{Coverage Rates ($95\%$)}\cr
    \cmidrule(lr){3-5} \cmidrule(lr){6-8}  \cmidrule(lr){9-11}
    & $(N,T)$ &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$\cr
    \midrule
  $\tau =0.25$  &(100,10)&0.048&0.012&-0.003&0.028&0.021&0.041&0.889&0.923&0.806\cr
    &(100,20)&0.021&0.009&0.016&0.008&0.007&0.013&0.906&0.923&0.801\cr

    &(200,10)&0.051&0.003&0.003&0.022&0.011&0.021&0.781&0.931&0.781\cr
    &(200,20)&0.021&-0.001&-0.012&0.005&0.003&0.007&0.872&0.947&0.796\cr

    &(1000,10)&0.048&0.005&-0.005&0.013&0.002&0.004&0.245&0.934&0.792\cr
    &(1000,20)&0.021&-0.001&-0.012&0.002&0.001&0.002&0.526&0.936&0.693\cr

    \bottomrule
 $\tau =0.90$    &(100,10)&-0.048&-0.006&-0.011&0.236&0.242&0.372&0.900&0.905&0.833\cr
    &(100,20)&-0.020&0.008&0.002&0.121&0.132&0.188&0.918&0.920&0.862\cr

    &(200,10)&-0.043&0.018&-0.007&0.135&0.128&0.182&0.896&0.901&0.845\cr
    &(200,20)&-0.021&0.010&-0.002&0.063&0.064&0.088&0.918&0.924&0.855\cr

    &(1000,10)&-0.042&0.011&-0.003&0.053&0.027&0.038&0.744&0.910&0.834\cr
    &(1000,20)&-0.021&0.001&-0.000&0.019&0.012&0.017&0.852&0.924&0.872\cr

     \bottomrule
    \end{tabular}
    \begin{tablenotes}
        \footnotesize
        \item {\bf Note:} 1000 replications. DGP: $Y_{it}=(\epsilon_{it}-1)+\epsilon_{it}X_{it}+\alpha_i$, $\alpha_i=\gamma(X_{i1}+\dots+X_{iT}+\lambda_i)-\mathbb{E}(\alpha_i)$, $X_{it}\sim i.i.d \text{ }Beta(1,1)$, $\lambda_i\sim i.i.d \text{ }N(0,1)$, $\gamma=2$, $\epsilon_{it}\sim i.i.d \text{ }\exp(1)+2$.
      \end{tablenotes}
    \end{threeparttable}
\end{center}
}

{\small
 \begin{center}
  \begin{threeparttable}
  \caption{Biases, MSEs and Coverage Rates for Model 3}

    \begin{tabular}{cccccccccccc}
    \toprule
    &  &
    \multicolumn{3}{c}{Biases}&\multicolumn{3}{c}{MSEs}&\multicolumn{3}{c}{Coverage Rates ($95\%$)}\cr
    \cmidrule(lr){3-5} \cmidrule(lr){6-8}  \cmidrule(lr){9-11}
   & $(N,T)$ &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$\cr
    \midrule
   $\tau =0.25$ &(100,10)&0.056&0.115&-0.123&0.192&0.251&0.345&0.953&0.926&0.847\cr
    &(100,20)&0.004&-0.036&-0.027&0.077&0.085&0.088&0.950&0.933&0.917\cr

    &(200,10)&0.035&-0.009&-0.111&0.089&0.106&0.166&0.957&0.935&0.833\cr
    &(200,20)&-0.007&0.031&-0.021&0.036&0.041&0.042&0.948&0.932&0.911\cr

     &(1000,10)&0.021&0.004&-0.105&0.018&0.021&0.046&0.941&0.926&0.734\cr
    &(1000,20)&-0.001&-0.003&-0.012&0.007&0.008&0.008&0.931&0.917&0.913\cr

    \bottomrule
   $\tau =0.90$ & (100,10)&-0.057&0.002&-0.014&0.057&0.029&0.071&0.830&0.940&0.786\cr
    &(100,20)&-0.034&-0.006&-0.002&0.020&0.009&0.021&0.776&0.936&0.775\cr

    &(200,10)&-0.056&-0.022&-0.015&0.045&0.019&0.033&0.671&0.906&0.800\cr
    &(200,20)&-0.032&0.001&-0.001&0.015&0.005&0.010&0.622&0.936&0.782\cr

     &(1000,10)&-0.058&-0.022&-0.016&0.039&0.008&0.010&0.027&0.724&0.698\cr
    &(1000,20)&-0.033&-0.005&-0.001&0.013&0.001&0.002&0.028&0.902&0.775\cr

     \bottomrule
    \end{tabular}
    \begin{tablenotes}
        \footnotesize
        \item {\bf Note:} 1000 replications. DGP: $Y_{it}=(\epsilon_{it}-1)+\epsilon_{it}X_{it}+\alpha_i$, $\alpha_i=\gamma(X_{i1}+\dots+X_{iT}+\lambda_i)-\mathbb{E}(\alpha_i)$, $X_{it}\sim i.i.d \text{ }Beta(1,1)$, $\lambda_i\sim i.i.d \text{ }N(0,1)$, $\gamma=2$, $\epsilon_{it} \sim  i.i.d \text{ }B_{it}\cdot \mathcal{N}(1,1) +(1-B_{it})\cdot\mathcal{N}(3,1)$ with $B_{it} \sim Bernoulli(0.3)$.
      \end{tablenotes}
    \end{threeparttable}
\end{center}
}

{\small
 \begin{center}
  \begin{threeparttable}
  \caption{Biases, MSEs and Coverage Rates for Model 4}

    \begin{tabular}{cccccccccccc}
    \toprule
    &  &
    \multicolumn{3}{c}{Biases}&\multicolumn{3}{c}{MSEs}&\multicolumn{3}{c}{Coverage Rates ($95\%$)}\cr
    \cmidrule(lr){3-5} \cmidrule(lr){6-8}  \cmidrule(lr){9-11}
   & $(N,T)$ &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$
    &$\tilde{\beta}(\tau)$&$\hat{\beta}_{abc}(\tau)$&$\hat{\beta}_{spj}(\tau)$\cr
    \midrule
   $\tau =0.25$ &(100,10)&-0.166&-0.009&-0.005&0.083&0.086&0.143&0.943&0.936&0.863\cr
    &(100,20)&-0.090&0.058&-0.088&0.038&0.040&0.058&0.937&0.942&0.869\cr

    &(200,10)&-0.180&-0.089&-0.050&0.050&0.045&0.065&0.912&0.927&0.862\cr
    &(200,20)&-0.104&0.015&-0.025&0.022&0.019&0.030&0.926&0.943&0.871\cr

     &(1000,10)&-0.175&-0.014&-0.033&0.023&0.008&0.014&0.728&0.944&0.849\cr
    &(1000,20)&-0.093&-0.001&-0.010&0.008&0.004&0.006&0.812&0.941&0.866\cr

    \bottomrule
   $\tau =0.90$ & (100,10)&-0.172&-0.040&-0.024&0.203&0.179&0.296&0.906&0.937&0.852\cr
    &(100,20)&-0.101&-0.011&-0.017&0.093&0.083&0.136&0.917&0.943&0.853\cr

    &(200,10)&-0.165&-0.077&-0.029&0.129&0.102&0.158&0.884&0.923&0.842\cr
    &(200,20)&-0.085&-0.033&-0.004&0.052&0.044&0.067&0.895&0.933&0.864\cr
     &(1000,10)&-0.169&-0.009&-0.029&0.077&0.019&0.033&0.518&0.948&0.844\cr
    &(1000,20)&-0.088&-0.003&-0.008&0.024&0.008&0.012&0.688&0.944&0.884\cr

     \bottomrule
    \end{tabular}
    \begin{tablenotes}
        \footnotesize
        \item {\bf Note:} 1000 replications. DGP: $Y_{it}=(\epsilon_{it}-1)+\epsilon_{it}X_{it}+\alpha_i$, $\alpha_i=\gamma(X_{i1}+\dots+X_{iT}+\lambda_i)-\mathbb{E}(\alpha_i)$, $X_{it}\sim i.i.d \text{ }Beta(1,1)$, $\lambda_i\sim i.i.d \text{ }N(0,1)$, $\gamma=2$, $\epsilon_{it} \sim  i.i.d \text{ }\mathcal{T}(5)$.
      \end{tablenotes}
    \end{threeparttable}
\end{center}
}

There are three main takeaways from the simulation results.

First, compared with the estimator of \cite{canay2011simple}, both analytical bias correction and split-panel jackknife can significantly reduce the bias of our two-step estimator in most cases. The only exception is Model 3 at $\tau=0.25$, where the bias of \cite{canay2011simple}'s estimator is already very small. In particular, in all models, for fixed $T$, the biases of \cite{canay2011simple}'s estimator does not decease as $N$ increases from $100$ to $1000$, confirming the existence of a bias term whose size is determined by $T$ only.

Second, in most cases, the MSE of $\hat{\beta}_{abc}(\tau)$ is the lowest while the MSE of $\hat{\beta}_{spj}(\tau)$ is the highest, implying that although split-panel jackknife is able to reduce the bias it also increases the variance notably.

Third, in many cases, the coverage rates based on $\tilde{\beta}$ is close to the nominal level ($95\%$) when $N$ is not large compared to $T$. However, when $N=1000$ and $T=10,20$, the coverage rates based on $\tilde{\beta}$ is much lower than the nominal level. The most extreme case is in Model 3 at $\tau=0.9$, where the coverage rates based on $\tilde{\beta}$ is less than $3\%$ when $N=1000$. On the other hand, the coverage rates based on $\hat{\beta}_{abc}(\tau)$ is close to the nominal level in almost all cases. It should be noted that the coverage rates based on $\hat{\beta}_{spj}(\tau)$ perform better than $\tilde{\beta}$ when $N$ is large, but in general they are not close to the nominal level due to the relatively high variances of $\hat{\beta}_{spj}(\tau)$.

To sum up, the simulation results above confirm our claim that failing to take into account the asymptotic bias of \cite{canay2011simple}'s estimator will lead to invalid inference especially when $N$ is large and $T$ is small. Our new two-step estimator with analytical bias correction is shown to perform the best in terms of bias correction and the coverage rates of the confidence intervals.

\section{Conclusion}
In this paper, we revisit the popular two-step estimator of \cite{canay2011simple} for quantile panel data models, and explain why the inference based on \cite{canay2011simple}'s estimators of the coefficients and the covariance matrix are not valid. Solving this important problem is crucial for correctly interpreting the empirical findings in more than 80 papers that have employed \cite{canay2011simple}'s estimator.

We propose a new two-step estimator based on smoothed quantile regressions, and establish the asymptotic distribution of the new estimator. In particular, we derive the analytical expression for the asymptotic bias which provides the basis for both analytical and split-panel jackknife bias corrections. In addition, we provide a more accurate characterization of the asymptotic covariance matrix, which is crucial for constructing asymptotically valid confidence intervals. The performance of the new estimator with bias corrections in finite samples is evaluated by Monte Carlo simulations. We find that correcting the asymptotic bias is essential to obtain valid inference in quantile panel data models.

Even though we have provided conditions regarding the size of the bandwidth parameter in the smooth quantile regression, there remains the important question of how to choose the bandwidth parameter optimally in a data-dependent manner. Such an interesting question is left for future research.

redpajama_set_name: RedPajamaArXiv


text:
Panorama Project
Metro-North Station Tours
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Port Jervis Line
Tuesday Tour of the Hudson Line: Highbridge
July 14, 2015 July 14, 2015 Emily Moser History, Photos, Tuesday Tours
If there was one station that missed in our three year long tour of Metro-North's system, it would likely be Highbridge. Although in the past it was a station open to public access, today it is an employee-only station, complete with a small platform and overpass, and many of the same amenities one would expect from a regular Metro-North station. I figured today might be a good day to check out this station that is normally off limits to the public, especially since High Bridge has been in the news recently.
The famous High Bridge, New York City's oldest bridge.
The facility here is, of course, named after the Aqueduct Bridge, or better known as High Bridge. The bridge's roots stretch all the way back to 1848, making it the oldest bridge in New York City. As one would gather from its original name, the bridge was an important part of the Croton Aqueduct, supplying New York City with fresh water. Originally a stone arch bridge, five of the arches were replaced with one steel arch in 1928 to allow easier water navigation under the bridge. By this time the bridge was largely obsolete, and no longer carrying water – however it did serve a secondary purpose as a pedestrian crossing. That crossing was closed in the 1970s, until it was recently reopened last month after many years of restoration. From the newly reopened pedestrian crossing, one can get quite a good view of what is now a Metro-North railroad facility below.
The view from the newly reopened High Bridge
Today, Highbridge is where you will find Metro-North's Car Appearance Facility, where both interior and exteriors of train cars are cleaned. Highbridge is one of three Metro-North washing facilities, and it possesses state-of-the-art brushes and sprayers that use 280 gallons of water per minute – 200 gallons of which are recycled, making it more environmentally friendly. 20 cars can be cleaned every shift, and each car gets this full treatment about every 60 days. The washing is completely computerized, and does not require an operator.
Heading into the Highbridge car wash. Photo by Paul Pesante.
In addition to the appearance facility, Highbridge provides storage tracks for trains that is close to the city. While in days gone past, the New York Central used Mott Haven for this purpose, most of Mott Haven's tracks were ripped out long ago. Highbridge has stepped up to fill that gap, which will especially be needed due to the East Side Access project, where Metro-North needed to give up quite a few storage tracks in Grand Central in order to bring Long Island Rail Road trains to the east side.
The original passenger station at High Bridge in 1961. Photo by Ed Davis, Sr., from the collection of David Pirmann. By the 1970s the station had some scheduled trains, while on others it was listed as a flag stop.
Other noteworthy details about Highbridge are that you can see some old remnants of the New York Central's Putnam Division here – Highbridge was a point of transfer between the Hudson and Putnam Divisions. It is also where the Oak Point Link joins with the Hudson Line, permitting freights to avoid the bottleneck of Mott Haven to get to Oak Point Yard.
The evening CSX garbage train waits at Highbridge after coming on to the Hudson Line from the Oak Point Link
Anyway, let's take a quick behind-the-scenes glimpse of Metro-North's official employee station at Highbridge… the only place we neglected on our original tour of the Hudson Line.
csx freight highbridge hudson line metro north new york central new york city oak point link station trains tuesday tour of the hudson line
11 thoughts on "Tuesday Tour of the Hudson Line: Highbridge"
William Hays says:
Cool. The picture of the 4000-series MU baggage car brings back memories. Working as a construction laborer in NYC, during summer 'vacations' from college, I could get rather filthy. Often, I would ride the baggage car on my commute to Fleetwood. Sometimes a seat would be available on a 'rough box', the protective container for a coffin destined on line. A few stations had freight elevators to handle human remains and baggage, including Woodlawn, Mount Vernon, Tuckahoe, and White Plains. Nice ride, in the baggage or combine cars, for me and the 'dearly departed'.
Emily, do you have any information as to how the Put trains got down to the High Bridge station and yards? My concern is the height of the south Westchester and Bronx terrain being much higher than the sea-level grade of the High Bridge facility. Lou Grogan has many photos in his Harlem Division book showing the same Put F-Class steamers at High Bridge that I used to see at Yorktown Heights, and they had to get there somehow. What was the Put's route and what grades did it encounter coming down to High Bridge?
Backshophoss says:
The Put from BN to SK followed the Hudson line on it's own ROW to their yard and station at Sedgewick Ave,
where passengers transfered to Hudson line locals to GCT. BN tower was the freight connection point
and when there was 3rd rail on the Put to Getty Square station in Yonkers.to allow thru service to GCT.
The Put's ROW started to rise above the Hudson line ROW at BN to Sedgewick Ave
Both the Harlem Line to Put Jct and the Put to BN served as the "High,Wide,and Heavy" freight
route to New York City
There was never thru service from the Getty Square branch to GCT for the MU cars. Union intrangience and work rules wouldn't allow that! The 'myth' that there was no room in GCT for Yonkers branch trains is just that.
Try the junction at "BN" tower (Marble Hill) and the High Bridge yard, too. Both at the same elevation as the Hudson Division. Factoid: The "Put" did run in Manhattan (New York County). Marble Hill is still Manhattanland. It physically, but not politically, joined the mainland (Bronx County) when the Harlem River Ship Canal was dug.and the meander was land-filled. Also, the bridge at Sedgewick Ave., over the Harlem River, terminated at 155th St. (Polo Grounds) in Manhattan, until conveyed to the IRT. Gone-zo, now (bridge, 155th St. station, Polo Grounds, and the IRT el into The Bronx.). Credit various sources: Gallo, Kramer, Bang, Vondrak, et al.
The Highbridge yard in the past had been used as the Central's Flexi-Van yard,(An early version of
Intermodal service)and a Roadrailer yard in the late '70's-early '80's as a proof of Concept test
with Conrail.
The 'Flexi-Van' service was innovative, but unionized-labor intensive. NYC's restrictive height clearances limits the Hudson Line's capacity to this day.
Thanks all for this information. Although growing up in the general area, I had never visited the southwest Bronx, riding the Harlem exclusively. Thus I had not idea the Put followed the Hudson until BN-ish. However, I do remember often seeing freights beside the Sawmill River Parkway.
Hank: I may have misstated that the Put ran in Manhattan in the isolated Marble Hill section. My maps are not detailed enough for me to really tell. It didn't get anywhere near the Hudson River, but followed the Harlem River, and then up the Saw Mill River valley.
The Harlem River, later in the waterway's westward journey (flowing east), connected to the man-made Harlem River Ship Canal and Spuyten Duyvil Creek to the Hudson. Confusing? Yar!
After the NY Central abandoned the Put from Lake Mahopac to Eastview,the largest freight
customers were a Chemical Co. in Ardsley and the A&P Grocery Warehouse in Elmsford.
After A&P went to trucking everything to the warehouse,Eastview to Stella Doro Bakery
in the Bronx was allowed to go to seed.
darth caligula says:
seriously wicked photos mate! love reading your work and the images are awesome. keep it up! would love to get to the states some day to check out this network. so many awesome spotting locations you have featured.
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My name is Emily, though I am known by many who ride the train simply as Cat Girl, for the hats I customarily wear during the winter time. I am a graphic designer, a former Metro North commuter and lifelong Harlem Line rider. This site is a collection of my usually train-related thoughts, observations, photographs, and travels, as well as my never-ending hunt for intriguing historical artifacts.
A Wedding in Grand Central 24 Feb , 2015
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text:
Horizon Global Announces Date for Fourth Quarter and Full-Year 2020 Results Conference Call
HZN
March 4, 2021, 4:45 PM ·2 min read
Horizon Global (NYSE: HZN) announced today that it will host a conference call regarding the Company's fourth quarter and full-year 2020 results on Thursday, March 11, 2021, at 8:30 a.m. Eastern Time. The conference call will be hosted by Horizon Global's President and Chief Executive Officer Terry Gohl, and Dennis Richardville, Chief Financial Officer. Participants on the call are asked to register five to ten minutes prior to the scheduled start time by dialing (844) 825-9786 and from outside the U.S. at (412) 902-4185. Please use the conference identification number 10152299.
The fourth quarter and full-year 2020 results and supplemental materials, including a presentation in PDF format, will be distributed before the market opens on March 11, 2021, and will be available on the Company's website at www.horizonglobal.com prior to the start of the call.
The conference call will be webcast simultaneously and in its entirety through the Horizon Global website. Shareholders, media representatives and others may participate in the webcast by registering through the Investor Relations section on the Company's website.
A replay of the call will be available on Horizon Global's website or by phone by dialing (877) 344-7529 and from outside the U.S. at (412) 317-0088. Please use the conference identification number 10152299. The telephone replay will be available approximately two hours after the end of the call and continue through March 25, 2021.
About Horizon Global
Headquartered in Plymouth, MI., Horizon Global is the #1 designer, manufacturer and distributor of a wide variety of high-quality, custom-engineered towing, trailering, cargo management and other related accessory products in North America and Europe. The Company serves OEMs, retailers, dealer networks and the end consumer as the category leader in the automotive, leisure and agricultural market segments. Horizon provides its customers with outstanding products and services that reflect the Company's commitment to market leadership, innovation and operational excellence. The Company's mission is to utilize forward-thinking technology to develop and deliver premium products for our customers, engage with our employees and realize value creation for our shareholders.
Horizon Global is home to some of the world's most recognized brands in the towing and trailering industry, including: Draw-Tite, Reese, Westfalia, BULLDOG, Fulton and Tekonsha. Horizon Global has approximately 3,900 employees.
For more information, please visit www.horizonglobal.com.
Jeff Tryka, CFA
Investor Relations, Lambert & Co.
jtryka@horizonglobal.com
Why Roblox Tumbled This Week
Shares of Roblox (NYSE: RBLX) have tumbled 15% from where they finished trading last week as of 1 p.m. ET today, according to data from S&P Global Market Intelligence, on no news specific to the game company. The stock indexes also approaching correction levels earlier in the week on fears of interest rate hikes and economic decline likely also contributed to the downward trajectory of Roblox's stock. Interest in Roblox is still being driven by the potential it has for being a metaverse winner.
Why Enphase, Plug Power, and Bloom Energy Stocks Popped
As of 12:15 p.m. ET, shares of solar power play Enphase Energy (NASDAQ: ENPH) are getting a 2.6% lift from some positive sentiment on Wall Street, where investment bank Citigroup has just lowered the stock's price target by 20% -- but nevertheless valued Enphase shares at $205 apiece. Despite this being technically bad news (because of the price target cut), investors may be taking it as good news -- because if Citi is correct, there could still be 69% upside in Enphase stock. Meanwhile, fuel cell plays Bloom Energy (NYSE: BE) and Plug Power (NASDAQ: PLUG) are up 2% and 2.7%, respectively, on some good PR from the PRC.
Why Sea Limited Stock Dropped Before Climbing on Friday
The e-commerce platform was on the receiving end of some negative commentary from Wall Street, but the news wasn't all bad.
BA.2 Omicron subvariant is appearing in Europe and Asia. Yahoo Finance's Anjalee Khemlani explains everything we know about this coronavirus strain so far.


Let ρ=A. Is it possible to extend isomorphisms? We show that D′ is stochastically orthogonal and trivially affine. In , the main result was the construction of p-Cardano, compactly Erdős, Weyl functions. This could shed important light on a conjecture of Conway-d'Alembert.
As it turns out, this paper was produced by a piece of software called Mathgen, which randomly generates nonsensical mathematics papers.
(1) For the abstract, I consider that the author can't introduce the main idea and work of this topic specifically. We can't catch the main thought from this abstract. So I suggest that the author can reorganize the descriptions and give the keywords of this paper.
(2) In this paper, we may find that there are so many mathematical expressions and notations. But the author doesn't give any introduction for them. I consider that for these new expressions and notations, the author can indicate the factual meanings of them.
(3) In part 2, the author gives the main results. On theorem 2.4, I consider that the author should give the corresponding proof.
(4) Also, for proposition 3.3 and 3.4, the author has better to show the specific proving processes.
(5) The format of this paper is not very standard. Please follow the format requirements of this journal strictly.
Please revised your paper and send it to us as soon as possible.
In case anyone's wondering, the fact that the paper is nonsense is utterly self-evident to anyone who knows anything about mathematics. The software does an excellent job mimicking the structure and look of a mathematics article, but the content is gibberish.
The obvious comparison here is to the notorious Sokal hoax of the 1990s. The physicist Alan Sokal got an article accepted to the cultural studies journal Social Text, despite the fact that the article was a pastiche of nonsense Sokal concocted to look like trendy postmodern academic writing.
Sokal and his fans think that his hoax showed that the entire academic enterprise of "science studies" was vacuous garbage. I never thought that the hoax was very strong evidence for this hypothesis (which is not, of course, to say that the hypothesis is false). It showed without a doubt that the editors of Social Text were utter failures at their job, but not necessarily any more than that.
And pretty much the same is true of the current hoax. It doesn't show that the entire field of mathematics is a sham; it shows that Advances in Pure Mathematics is a crappy journal in which peer review is a sham.
Incidentally, there's one interesting difference between the two hoaxes. At the time of the Sokal hoax, Social Text did not have peer review as we generally understand that term. The editors were responsible for deciding what got published, but they did not in general consult outside experts. Advances in Pure Mathematics is (nominally) peer-reviewed.
This is much like the SciGen paper accepted by WMSCI. WMSCI puts on bogus conferences, "Advances in Pure Mathematics" comes from a bogus publisher (SCIRP).
Reading the referee's comments does give me an idea for a new journal: "The Journal of Machine Generated Text". Referee's reports will, of course, be randomly generated.
The fact that it got accepted doesn't give me too much faith in mathematics academics.But I can't tell if the the review was stupid or the computer program is genius, probably a bit of both. Either way it's amazing that it create readable content, regardless of whether it has any mathematical substance or not.
The whole journal is bogus and is completely unknown among the mathematical community. No serious mathematical journal charges authors!
APM serves only for earning money (there are authors willing to publish a "mathematical paper") and, in my opinion, the editors only pretend having peer review procedure. If so, the paper in question hasn't been sent to any reviewer and this is the editor encouraging "the author" to spend some money.


text:
Arte
 Filippo – tragedia di Vittorio Alfieri

Numismatica

 Filippo – moneta del Ducato di Milano

Onomastica
 Filippo – nome proprio di persona italiano maschile

Persone
Storia antica
 Filippo – militare macedone antico
 Filippo I di Macedonia – re di Macedonia dal 640 al 602 a.C.
 Filippo di Crotone – atleta e militare crotoniate VI secolo a.C.
 Filippo II di Macedonia – re di Macedonia dal 359 al 336 a.C.
 Filippo III Arrideo – re di Macedonia e faraone d'Egitto dal 323 al 317 a.C.
 Filippo IV di Macedonia – re di Macedonia nel 297 a.C.
 Filippo V di Macedonia – re di Macedonia dal 221 al 179 a.C.
 Andrisco, autoproclamatosi Filippo VI di Macedonia – ultimo re di Macedonia dal 149 al 148 a.C.
 Filippo – console nel 348
 Filippo – console nel 408
 Filippo – praefectus urbi nel 391
 Filippo – tetrarca di Iturea e di Traconia
 Filippo – uno dei dodici apostoli di Gesù Cristo
 Filippo – diacono ed evangelizzatore della Samaria
 Filippo – vescovo di Noli
 Filippo – vescovo di Troia, in Puglia
Storia moderna
 Filippo di Edimburgo – consorte della regina Elisabetta II del Regno Unito
 Filippo del Belgio - re dei Belgi
 Filippo VI di Spagna – re di Spagna

Pagine correlate
Filippi (disambigua)
Filippo di Spagna


text:
BARASET HOUSE
FINE ART | Gallery Highlights
Canadian Impressionists
William Stewart MacGeorge, rsa
(Scottish, 1861-1931)
Kirkcudbright School
Bark Peeling
Exhibited at The Royal Scottish Academy (1889) no.72.
Oil on canvas laid down on panel
32 in x 52 3/4 in - 81.3cm x 134 cm (46in x 62 in framed)
in original Aitken Dott & Son Edinburgh giltwood exhibition frame
Provenance: Private Collection, Ontario, Canada
Geddes, P. The Scottish Art Review volume I (1889) p.307.
Caw, Sir J.L.S. Scottish Painting, Past and Present (1908) p.406.
Morrison, J. Painting Labour in Scotland and Europe (2017) p.152-3.
MacGeorge's 'Bark Peeling' was exhibited at the Royal Scottish Academy in 1889 as a companion piece to his 1888 work 'A Galloway Peat-moss' now at The National Gallery of Scotland. These two works represent his largest and most ambitious depictions of peasant life in the Galloway area. Contemporary reviews of 'Bark Peeling' note the "masterful grouping" of figures and the "masculinity" of the oak grove at sunrise. Bark-peeling was integral to the community around Kirkcudbright and throughout the Galloway region - entire families worked in the oak groves for months at a time peeling the bark to be used to soften the tannins in leather.
MacGeorge was born in Castle Douglas and trained at the Royal Institution (Edinburgh) with Hornel. He studied in Antwerp under Verlat, and exhibited at the Royal Scottish Academy from 1881-1931, founding the Kirkcudbright School in the 1880s. In 'Bark Peeling', MacGeorge assimilates French Impressionism with the lessons of the Glasgow School in a unique nineteenth century Scots version of the early Impressionist movement.
According to Sir James Lewis Caw, MacGeorge mastered the use of "low luminous colour in which tint was subordinated to values, and light and shade....[he] retained his own feeling for Nature and incident, and adapted to his own uses, rather than imitated, the Hornel method and ideal of picture making....in his work one finds study of atmospheric effect and respect for the forms of Nature combined with delight in full-blooded colour and decorative ensemble. Still it is not in pictures in which a penchant for sun-glow falling upon and intensifying vivid local colour is most marked, but in those in which lower-toned and more reticent harmonies prevail, that he is most charming and satifying...in the richly tinted autumn woods, or foresters engaged at their craft among the trees." [Caw, Scottish Painting, Past and Present (1908) p.406].
John Morrison notes that "in the mid-1880s [MacGeorge] produced a series of rural labour in the manner of the Glasgow painters and of European colony painting. Paintings of peat gatherers, woodcutters and bark peelers all partake of the intimate engagement with rural life and labour....[it is] in an understated manner that community life is depicted in MacGeorge's paintings." [Morrison, Painting Labour in Scotland and Europe, 1850-1900 (2017) p152-3].
The companion piece A Galloway Peat Moss (no.NG2334 National Gallery of
Scotland) was exhibited at the RSA a year earlier. Of identical measurements,
these two naturalistic scenes of Scottish labourers are the most ambitious in both
scale and composition of all the works MacGeorge painted in the Galloway region.
The Edinburgh Art Review of the 1889 Royal Scottish Academy Exhibition reads:
W.S. MacGeorge 'Bark Peeling' no.72:
"Mr MacGeorge's oak forest may be noted for its effective grouping
[and] its general manliness." (p.307)
The Review published an ink sketch taken from a detail of Bark Peeling at the
Royal Scottish Academy Exhibition, reproduced here:
contact baraset house fine art gallery for pricing & further information.
Details in our Gallery Shop
Specialists in 17th-19thc Portraiture, Old Masters paintings, Early Japanese Porcelain, Fine Antiques & Decorative Arts
© 2023 Baraset House Fine & Decorative Arts. All rights reserved.
Toronto | Canada
info@barasethouse.com


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text:
Avengers: Infinity War: The Delightfully Zany Theories About the Location of the Soul Stone
The Infinity Stones might be the most definitive MacGuffins of any film this century. You could argue that they are among the most definitive MacGuffins of all time. As described by the Marvel Cinematic Universe wiki, Infinity Stones are "six immensely powerful objects tied to different aspects of the universe, created by the Cosmic Entities so that…each of the stones can possess unique capabilities that have been enhanced and altered by various alien civilizations for over millennia of years." Get that? The point is, these MacGuffins have driven events in some shape or form through nearly the entire decade-long run of the Marvel Cinematic Universe, popping up in sketch form (Iron Man 2), a post-credits scene (Thor), in actuality (Captain America: The First Avenger, The Avengers, Thor: Dark World) and on (and on), through Guardians of the Galaxy: Vol 2 and Thor: Ragnaork. In Infinity War, the Infinity Stones will be, in a sense, the main event, as Thanos arrives on Earth determined to collect all six and then ruin the universe. Yet one of the Infinity Stones has never been in a single film: the orange Soul Stone. So where is the Soul Stone? No one outside of Marvel HQ knows for sure, but that hasn't stopped fans from speculation, and a lot of their ideas are clever and well thought. And also very silly.
In a very fun compendium over at i09, some of those theories have been collected. Here are a few of our favorites:
The Soul Stone is in Wakanda
Falcon (Anthony Mackie) flying over Wakanda battlefield. Photo: Film Frame. ©Marvel Studios 2018
This theory is arguably the longest-running in the "where is the Soul Stone?" question life cycle, and one can understand why its' so popular. Wakanda is, after all, the most technologically advanced nation on Earth, one that has survived as long as it has by using said technology to become invisible. Sounds like a great place to hide the Soul Stone! Now that we know that Wakanda is a major location in Infinity War, the theory that it houses the Soul Stone is only gaining traction.
Yet there was no mention of the Soul Stone in Black Panther, plus we know that Wakanda is where the Mind Stone (the one slotted in Vision's forehead) will be protected there—hence Thanos attacking the nation in Infinity War. Yet as i09 writes, "one of Black Panther's most famous traits in the comics is always to have a sneaky plan that surprises everyone, even his allies. Pulling out the Soul Stone he's hidden away somewhere would certainly count as a surprise." So maybe T'Challa's also hiding the Soul Stone there, but two stones in one country seems like overkill.
The Soul Stone is Actually Tony Stark's Armor
Marvel Studios' AVENGERS: INFINITY WAR. Tony Stark/Iron Man (Robert Downey Jr.) w/ Doctor Strange (Benedict Cumberbatch), Bruce Banner (Mark Ruffalo) and Wong (Benedict Wong) in the background L to R. .Photo: Film Frame .©Marvel Studios 2018
This theory is more recent, and is largely mocked. It came about after some promo art from Infinity War seemed to show "the orange Soul Stone's power featured Tony right at the center of it… which some people believe means the stone is in Tony's latest fancy Iron Man armor somehow." The "Soul Stone is Tony Stark's armor" camp also includes some pretty wild branches, including the belief that the Soul Stone is actually Tony's arc reactor, while others think it may literally be Tony himself.
Considering Tony Stark is the central figure in the entire MCU, it's very unlikely he'd not have noticed, known, or mentioned that one of the Infinity Stones is located on his person, let alone that actually is him. A hard no on this one.
It's With Adam Warlock
Adam Warlock has only been briefly glimpsed thus far, in a post-credits scene in Guardians of the Galaxy: Vol 2. In the comics, however, his history is all wrapped up with the Infinity Stones, and the Soul Stone especially. That post-credits scene showed Warlock in his glowing cocoon (the color of the cocoon is orange-ish, which, again, is the color of the Soul Stone). So yes, perhaps Warlock has it, and he'll be forced to pop up in Infinity War with it?
No. It's been confirmed we won't be seeing Warlock until Guardians of the Galaxy: Vol 3, so this theory, while based on decent analysis of Warlock's comics past, is ultimately bunk.
Hulk Has It…And Made a Weapon out of it?
Gladiator Hulk, as seen in 'Thor: Ragnaork.' Courtesy Marvel Studios.
This is a deeply silly toy-based theory. A new crop of Avengers: Infinity War toys includes action figures that have additional "pieces" that can be scanned with a "Hero Vision" augmented reality mask to get bonuses in a video game. Bear with us here. The pieces you can scan are shaped like the Infinity Stones, and the action figure with the orange Soul Stone is Bruce Banner. The orange colored piece is "artistically welded it to a piece of cement with a metal bar sticking out of it like a mace," i09 writes.
So the theory is that Hulk found the Soul Stone and…smashed it into some rubble to create a bludgeoning weapon. We love this one for how truly absurd it is. It's so Hulk-ian. But no.
Some of the other theories collected by i09 include the Soul Stone being an entire planet, and, that it won't feature in Infinity War at all. Our call? The Soul Stone will be glimpsed, nearly taken by Thanos, but…ultimately evade his grasp, setting up his one last thing for him to do in the final film in the two-part, game-changing film series that begins with Infinity War.
We'll find out—possibly—when Infinity War drops on April 27.
Featured image: Marvel Studios' AVENGERS: INFINITY WAR. Thanos (Josh Brolin). Photo: Film Frame. ©Marvel Studios 2018
TAGSAvengers: Infinity War Walt Disney Studios
Ethan Hawke's "Moon Knight" Villain Might be a Hybrid of Two Very Bad Dudes
Marvel's "Moon Knight" Trailer Reveals Oscar Isaac in Wild New Series


We have members who are regularly busy in our Workshop delivering projects for making, rejuvenating or repairing objects, particularly furniture items. Most of these jobs start as requests from members of the local community, including individuals, associations, hospitals, and small businesses.
In 2018 (subject to funding assistance), we plan to rehabilitate our Heritage Shed, and to extend our workshop capabilities into metal working, and hopefully into blacksmithing!
Here are some examples of finished articles now in the hands of happy customers.


Although I'm biased for sure (Montreal is the city of my birth, and where I live and play), I think Montreal is THE coolest city in Canada and it definitely has it's own special mood and vibe. Part of what makes Montreal so cool is the fact that although English is spoken by many, Montreal is the second largest French speaking city in the Western world. The municipal government works primarily in French and all the street signs are in French. That said, most Montrealers are bilingual and many of us are trilingual. You can often here French and English being spoken in the same sentence.
Montreal is a multicultural, tolerant and open minded city. Most people generally get along really well and this is another reason that I really dig Montreal.
Here are some of my favorite Montreal photographs with many more to come.


text:
Mumford & Sons' Ben Lovett on London's venue 'renaissance'
by James Hanley
September 27th 2018	at 7:21AM
Mumford & Sons' Ben Lovett has said the capital's live circuit is undergoing a "renaissance" as his grassroots venue Omeara goes from strength to strength.
Nina Nesbitt played the 350-capacity space last night as part of Nordoff Robbins' Get Loud campaign, while upcoming shows include M.O, Lonely The Brave and Clean Cut Kid.
At a time when many small venues were struggling to stay afloat, Lovett (pictured) bucked the trend by taking on the lease for the Omeara premises, a new space within the Flat Iron Square in Borough, back in 2016.
"It was an ambitious endeavour and a lot of people were worried," Lovett told Music Week. "Often, when artists do anything beyond being an artist, the first thought is failure because there have been many more failed vanity projects by artists than successful businesses, but I saw that as a healthy challenge."
Mumford & Sons frontman Marcus Mumford was full of praise for his bandmate's efforts. "I guess he was told opening a small venue in London was nuts right now, but he's done it really well," he said. "It's fucking amazing that place – Skepta's played there five times!"
Lovett, who credited the Music Venue Trust for helping him get the project off the ground, is also co-founder of live promotions and independent label Communion. And with the success of other new venues such as Printworks London, he is convinced the good times are on their way back.
"London is having a bit of a renaissance when it comes to venues," he said. "Sometimes it just takes people being quite cavalier. The conclusion that we were in a drought of venues was right, but I think we're coming out of it now."
Mumford & Sons will release their fourth album, Delta on November 16. The Paul Epworth-produced record is preceded by new single Guiding Light.
Click here to read this week's Music Week cover story on Mumford & Sons.
Mumford & Sons,
venues,
venue closure,
Ben Lovett,
omeara,
small venues
Super agent Lucy Dickins talks breaking artists
The O2 launches new premium brand, Encore
Music Venue Trust celebrates grassroots funding breakthrough
'I'm just humbled': Darcus Beese on his Strat win at the Music Week Awards


text:
What Makes You Click? Episode 1: Featuring Top Health and Fitness Expert Emily Lark
Meet Emily Lark.
The first thing you should know about Emily is that she is one of our most successful health & fitness partners! With inspiring passion and ruthless determination, this hard working mom turned her entrepreneurial dreams into a reality! By utilizing ClickBank's enabling tools and resources, Emily was empowered to take her career as a Yoga instructor to infinite new heights.
Watch as we unveil the inaugural episode of our "What Makes You Click" series and see how Emily shares the story of how she got started, how ClickBank has helped her along the way, and the personal success tips she has specifically for YOU!
Source : https://www.clickbank.com/what-makes-you-click-episode-1-featuring-top-health-and-fitness-expert-emily-lark/


July passenger traffic at El Paso International Airport increased from June, but declined from a year ago, and remains down 2.1 percent for the first seven months of the year compared to the same period last year, new data show.
The airport was used by 1.59 million passengers from January through July, a decrease of almost 34,000 passengers compared to the first seven months of 2014.
In July, the airport was used by 284,690 passengers, an increase of 7,770 passengers from June, or an increase of 3.1 percent. However, the July passenger count decreased by 26,934 passengers from July 2014, or a decrease of 9.5 percent, from a year ago, the airport reported.
The good news is July freight traffic increased 2.7 percent from June, and it increased 6.6 percent for the first seven months of the year compared to a year ago to a seven-month total of 52,943 tons.