This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects …. Departing from the classic binary response static panel data model, this paper examines identification in the binary response … dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects …. Departing from the classic binary response static panel data model, this paper examines identification in the binary response … dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional …

This note analyzes the asymptotic distribution for instrumental variables regression for panel data when the available … instruments are weak. We show that consistency can be established in panel data …

A new panel data test for Granger causality is presented that can be applied to panels with more time series …

This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with spatial error …, and heterogeneous versus homogeneous panel data models …

It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly …

The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or …

panel data when the cross section observations are independent. Consistency applies when there are no deterministic trends … or when there is a homogeneous deterministic trend in the panel model. When there are heterogeneous deterministic trends … the panel MLE of the local to unity parameter is inconsistent. This outcome provides a new instance of inconsistent ML …