proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …

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 …

of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis …, this result also applies to the commonly used Logit model of panel data with fixed effects. We develop a test for time …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to … leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches, such as estimation following a test for pre …

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 …