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 …Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study … practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference …

properties of aggregate variables from 'a very large scale dynamic, econometric model', and considers the time profiles of the … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …

We develop and estimate a panel data model explaining the answers to questions about subjective probabilities, using … answer, explaining persistency in 50 percent-answers over time. Incorporating rounding and focal answers changes some of the …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

Taking advantage of the panel structure of the data, the impact of intermarriage on labor market productivity as …

panel data set for Serbia, this paper combines both of these issues. Estimation of gross transition probabilities reveals … (panel) data. By examining labor market transitions, earnings levels, and earnings growth and their correlates using a recent …

Using data from the German Socio-Economic Panel, we examined the impact of social contacts on immigrant occupational …

I use a question about works council relations from the 2006 wave of the IAB Establishment panel to analyze the …