We administer a newly-designed survey to a large panel of retail investors who have substantial wealth invested in …

her individual characteristics. In panel data, the model predicts that the variance in responses for different … characteristics. The data confirm the model’s predictions as well as the estimator’s validity. Finally, we turn to a large panel data …

measure agency for 209 women in Haryana, India, first, through a semi-structured interview and, second, through a large set of … close-ended questions. We use qualitative coding methods to score each woman’s agency based on the interview, which we treat … resulting five-question index is as strongly correlated with the coded qualitative interview as is an index that uses all of the …

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 …

Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …

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