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

In this paper we study methods for estimating causal effects in settings with panel data, where a subset of units are …

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

functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …

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

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …

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 …

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …