there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE …

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression … extensive set of new results on the asymptotic behavior of panel IV estimators in weak instrument settings. …

attention to dependence among cross-sectional units, be it time-dependent or not. To obtain a panel cointegration test robust to … independent even in the presence of correlation or cointegration across units, leading to a panel test statistic robust to cross …

This paper considers estimation and inference concerning the autoregressive coefficient (ρ) in a panel autoregression … set of new results on the asymptotic behavior of panel IV estimators in weak instrument settings …