This study uses Monte Carlo experiments to produce new evidence on the performance of a wide range of panel data estimators. It focuses on estimators that are readily available in statistical software packages such as Stata and Eviews, and for which the number of crosssectional units (N) and...

This study uses Monte Carlo experiments to produce new evidence on the performance of a wide range of panel data estimators. It focuses on estimators that are readily available in statistical software packages such as Stata and Eviews, and for which the number of cross-sectional units (N) and...

This paper shows how to bootstrap hypothesis tests in the context of the Parks's (1967) Feasible Generalized Least Squares estimator. It then demonstrates that the bootstrap outperforms FGLS(Parks)'s top competitor. The FGLS(Parks) estimator has been a workhorse for the analysis of panel data...

This study replicates Ahn, Khandelwal, and Wei's (AKW 's) (2011) model of intermediary trade. The authors' study produces two main results. First, the authors are able to reproduce empirical evidence for AKW's three main predictions for Chinese exports. This is impressive because much of the...