compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …

a high‐dimensional parameter in both homogeneous cross‐sectional and unit‐heterogeneous dynamic panel data settings. In … dependent time series and panel data. This method "leaves out the neighbors" when fitting nuisance components, and we …‐dimensional. In heterogeneous panel data settings, we model the unobserved unit heterogeneity as a weakly sparse deviation from …

A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors …