This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research … level and narrow range for the estimated value of a statistical life of about $5.5$7.5 million. -- VSL ; panel data ; fixed …

we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for … the techniques to two empirical studies. First, the new method is applied to the estimation of labor supply elasticities …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE … estimation may still be consistent, while OLS will be inconsistent. We provide simulation as well as empirical evidence for this … evidence that non‐response is not ignorable for the differences-in-differences estimation. …