A panel data set covering 145 countries between 1960 and 2010 has been investigated closely by using models of …

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is …

cross-sectional data as well as for panel data regressions with random effects. Penalized splines are particularly … assessment for the whole estimated functions. In this paper, we consider fixed effects panel data models instead of random … analyze the dynamics of life satisfaction over the life span based on data from the German Socio-Economic Panel (SOEP). An …

We investigate the strict exogeneity assumption, a necessary condition for estimator consistency in many finance panel … common traditional finance panel regressions, we find that the strict exogeneity assumption is often rejected, suggesting … large inference errors. We test for strict exogeneity in specific finance IV panel settings and illustrate the potential for …