We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …

attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. However … overidentification. We show that weak dependence along the panel's time series dimension naturally implies approximate sparsity of the … county-level panel data from the United States to study opening K-12 schools and other mitigation policies' short and long …

, nonseparable heterogeneity and solve the "zeros problem" of demand by including zeros in the estimation. We also use panel data to … correct for the ridge regularization. We find that panel estimates of price elasticities are much smaller than cross section …

nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural … estimation with panel data illustrates the results. …

panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions … estimation with panel data illustrates the results. …