the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in …

This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured …

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …

-sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point … regressors: with cross-section data, we match across individuals while with panel data, we match within individuals over time … presents a generalization of existing approaches. In panel data settings, rates of convergence are shown to exhibit a curse of …