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

functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these …

This paper considers estimation of a panel data model with disturbances that are autocorrelated across cross …. If the time dimension of the data is large, feasible and efficient estimation proceeds by using the time dimension to … estimate spatial dependence parameters. For the case where the time dimension is small (the usual panel data case), we develop …

In this paper we study methods for estimating causal effects in settings with panel data, where a subset of units are …

We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous … depend on the explanatory variables once one conditions on z. In some panel data cases we may find z by making the assumption … in the panel is exchangeable in the values of those explanatory variables. This situation may be realistic, in particular …

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 …

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