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

Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …

Linear panel models featuring unit and time fixed effects appear in many areas of empirical economics. An active …

estimation procedures. Observationally equivalent aggregation results can be generated by errors in variables models (see Aigner …

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

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow … follow the two paths to identification, and develop a double robust approach. We propose estimation methods that build on …

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

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 …

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 …