effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters … additively and interacts with treatment variables. We present identification and estimation methods for parameters of interest in … this model under both strict and weak exogeneity assumptions. The key identification insight is that other periods …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

We propose a new non-recursive identification scheme for uncertainty shocks, which exploits breaks in the unconditional … volatility of macroeconomic variables. Such identification approach allows us to simultaneously address two major questions in …