We investigate the consequences of using time-invariant individual effects in panel data models when the unobservables are in fact time-varying. Using data from the British Offending Crime and Justice panel, we estimate a dynamic factor model of the occurrence of a range of illicit activities as...

We consider the estimation of measures of persistent poverty in panel surveys with missing data, focusing on the persistent poverty headcount, its duration-adjusted variant, and a related measure used by the European Union as an indicator of the risk of persistent poverty. We develop a partial...

We study the relationship between individuals' participation in household panels, their health and employment states and the design of survey fieldwork procedures, using a comparative approach based on data from the UK BHPS and Australian HILDA Survey. We simulate the impact of alternative...