trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows …

Portfolio performance measures using holdings data are panel regressions. The returns of a fund's stocks are regressed …

. Our analysis quantifies the impact of these various economic policies on COVID-19 infection and death rates using panel …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

analyze a cross-country panel dataset of 79 LICs over the period 1990 to 2015 to assess the impact of external shocks on real …