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 …

A broad empirical literature uses “event study” research designs for treatment effect estimation, a setting in which … all units in the panel receive treatment but at random times. We make four novel points about identification and … estimation of causal effects in this setting and show their practical relevance. First, we show that in the presence of unit and …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

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 …

This paper considers the estimation and inference of spatial panel data models with heterogeneous spatial lag …) estimation procedure is developed and the conditions for identification of the spatial coefficients are derived. The QML …