panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood …

Interactive fixed effects are a popular means to model unobserved heterogeneity in panel data. Models with interactive …-dimensional panel data models with interactive fixed effects. Our estimator is based on similar ideas as the very popular common …

This paper studies panel data models with interactive fixed effects where the regressors are allowed to be correlated …

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major … to grouping FE in the linear panel model to reduce their dimensionality and ensure identifiability. By using unsupervised … than conventional panel models …

In this paper, we study the spatial dynamic panel data models with high-order time-varying endogenous weights matrices …

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

The finite sample behaviour is analysed of particular least squares (LS) and method of moments (MM) estimators in panel …

This paper proposes a new panel data approach to identify and estimate the time-varying average treatment effect (ATE … type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the …

". However, if these are not valid, misspecified model result. This paper considers consistent estimation of the dynamic panel …