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 …

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 …

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 …

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 …