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 …

units are available over time. We lay out the theory underlying SDID, both when there is a single treatment adoption date … and when adoption is staggered over time, and discuss estimation and inference in each of these cases. We introduce the … sdid command which implements these methods in Stata, and provide a number of examples of use, discussing estimation …

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 …

A growing literature uses repeated cross-section surveys to derive 'synthetic panel' data estimates of poverty dynamics … synthetic panel estimates relative to benchmarks based on estimates derived from genuine household panel data, employing high …. Overall, we are more agnostic about the validity of the synthetic panel approach applied to these two rich countries than are …