Portfolio performance measures using holdings data are panel regressions. The returns of a fund's stocks are regressed …

. Our analysis quantifies the impact of these various economic policies on COVID-19 infection and death rates using panel …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the …

financial sector-specific stress across a panel of advanced and emerging economy central banks. We use a factor …-augmented dynamic panel threshold regression model with (estimated) common components to deal with crosssectional dependence. We find …

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

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

-growth nexus in two alternative empirical set-ups: the traditional cross-county panel regressions and mean group estimations. We …