This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity …. While existing panel estimators address the simultaneity problem, the state-ofthe-art Feenstra/Soderbery (F/S) estimator …

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data … compromised by the limited variation provided by the short longitudinal data. -- Panel data ; estimation efficiency ; pseudo-panel …

the PCA scores are used as instruments for the panel generalized method-of-moments (GMM) estimation. This strategy is …

from the Family Expenditure Surveys is used. In each year, income decile cohorts are created. Results of 2SLS with Panel …

estimation based on these tests practically unfeasible. This small-sample problem could often be avoided with the use of panel … data, which would in any case require an extension of the cross-section restriction tests to handle panel data. In this …

estimation based on these tests practically unfeasible. This small-sample problem could often be avoided with the use of panel … data, which would in any case require an extension of the cross-section restriction tests to handle panel data. In this …

Evidences from nonparametric and semiparametric unbalanced panel data models with fixed effects show that Kuznets …

This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed … nonparametric panel-based techniques is less prevalent that, say, nonparametric density and regression techniques. It is our hope …

This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …

from the German Socio-Economic Panel Study and the British Household Panel Survey …