result automatically extends the results in Ai and Norton (2008) from cross sectional setting to panel data models. In order …

This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …

In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … of the null hypothesis, the authors can consistently estimate pseudo-panel parameters. They use cross sections and pseudo-panel …

Using a panel data set for OECD countries we replicate the typical features of the New Keynesian Phillips curve models … (NPCs) that have been estimated on country data. While this corroborates the NPC also on the macro panel data set, a …

definitions and choice of data samples. In an estimation on panel data from OECD countries we replicate the typical empirical NPC …

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

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

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of …