In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative binomial count …

We study the dynamic impact of Covid-19, economic mobility, and containment policy shocks. We use Bayesian panel …

With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback … from the original populationas replacements for units who have dropped out of the panel, aso--called refreshment sample … different results than models that assume that themissing data process is ignorable or conventional econometric modelsfor panel …

industry level and the firm level using an unbalanced panel of 10646 French firms in 38 manufacturing industries over the …

with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …

To study the effect of the euro on international goods trade one typically estimates a panel model for the level of … explain the upward trend. To correct for that, we extend the panel model (a gravity model) by including a time trend that may …

model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range …

requires only panel data on consumption and income. Using the Panel Study of Income Dynamics, we find-in contrast to the …