This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the techniques to analyze the dynamic properties of revenues, expenditures, and grants in a sample of United States municipalities. The model allows for nonstationary individual effects,...

The phenomenon of population interference, where a treatment assigned to one experimental unit affects another experimental unit's outcome, has received consider- able attention in standard randomized experiments. The complications produced by population interference in this setting are now...