heterogeneous panel cointegration techniques that are robust to omitted variables and endogenous regressors to estimate the effect … ; Panel cointegration ; General-to-specific approach …

When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

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

This paper investigates the power properties of the Sargan test in the presence of measurement errors in dynamic panel …

-level data for household debt from the FRBNY Consumer Credit Panel over the period 1999Q1 to 2012Q4 and employs the Pooled Mean …