panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of …

panel data settings. The "synthetic control" is a weighted average of control units that balances the treated unit's pre …

Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …

Linear panel models featuring unit and time fixed effects appear in many areas of empirical economics. An active …

This note presents a simple, linear test for individual effects in dynamic models using panel data; building upon the … techniques of Holtz-Eakin, Newey, and Rosen (HNR) [198S] for estimating vector autoregressions using panel data. While … moment conditions implied by the presence of individual effects and is particularly suited for dynamic models using panel …

The permanent income hypothesis is tested on a four-quarter panel of about two thousand Japanese households for ten …

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …

This study presents a general methodology for fitting multiple time series models to panel data. The basic statistical … panel data, and it identifies those instances in which procedures found in the time series literature cannot be directly … applied to analyze longitudinal data. Data analysis techniques in the tine series literature are adapted for panel data …