Many panel data methods, while allowing for general dependence between covariates and time-invariant agent … panel data models and present constructive methods to derive feasible moment-based estimators for specific models. We also …

This paper considers a class of fixed-T nonlinear panel models with timevarying link function, fixed effects, and …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

, nonseparable heterogeneity and solve the "zeros problem" of demand by including zeros in the estimation. We also use panel data to … correct for the ridge regularization. We find that panel estimates of price elasticities are much smaller than cross section …

Much of the analysis of panel data has been based on an assumption of strict exogeneity. Distributions are specified …

We study a dynamic ordered logit model for panel data with fixed effects. We establish the validity of a set of moment … Panel Survey. …

existing approaches to study fixed effects panel data versions of entry games, like the ones studied in Bresnahan and Reiss …

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

This paper contributes to the understanding of the source of identification in panel data models. Recent research has … established that few time periods suffice to identify interesting structural effects in nonseparable panel data models even in the … of an instrument. Finally, we apply all of these concepts to the semiparametric panel binary choice model and establish …