without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially uncorrelated … (with or without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to … leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches, such as estimation following a test for pre …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …

In this paper we analyze estimation of coefficients in regression models under moment restrictions where the moment … an application based on omitted ability bias in estimation of wage regressions. The National Longitudinal Survey Young …

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …; both of which are, at least in part, testable, and outline appropriate estimation techniques. The first places reasonable …

addressed much more directly given the recent availability of panel data featuring repeated observation over extended periods of …