suggest the results are not stable. We argue that repeated cross sections do not properly specify the model. Panel methods … including hedonic studies and travel cost studies could be enhanced using panel data …

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus …

without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially uncorrelated … (with or without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

addressed much more directly given the recent availability of panel data featuring repeated observation over extended periods of …

This paper considers estimation of a panel data model with disturbances that are autocorrelated across cross … estimate spatial dependence parameters. For the case where the time dimension is small (the usual panel data case), we develop … Kelejian and Prucha. We apply this approach in a stochastic frontier framework to a panel of Indonesian rice farms where …

We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous … depend on the explanatory variables once one conditions on z. In some panel data cases we may find z by making the assumption … in the panel is exchangeable in the values of those explanatory variables. This situation may be realistic, in particular …

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these …