proposed. The expression for a modified likelihood function is obtained for estimation and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1/T². The … calibrated to the data used in the empirical analysis, drawn from the 1968-1993 Panel Study of Income Dynamics. The empirical …

Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study … time. In this paper we discuss the set-up of the panel event study design in a range of situations, and lay out a number of … practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference …

estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

new integrated treatment to this question using a panel of 44 developing and developed countries over the period 1976 …

is now regarded as inadequate since several national panel surveys show that substantial minorities of respondents have … trajectories of respondents in the German Socio-Economic Panel who reported their LS for 25 consecutive years in 1990-2014. The … theory entails three sets of propositions in which we attempt to account for stability, change and also volatility. First, it …

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 …