We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

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 …

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

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

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 …

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 …