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 …

This paper outlines a two-stage technique for estimation and inference in probit models with structural group effects … computational reasons, existing random-effects models are impractical for estimation and inference in this type of problem. Our two … terms of estimation and inference -- to traditional estimators …

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 …

estimation procedures. Observationally equivalent aggregation results can be generated by errors in variables models (see Aigner …

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus …

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow … follow the two paths to identification, and develop a double robust approach. We propose estimation methods that build on …