-sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point … regressors: with cross-section data, we match across individuals while with panel data, we match within individuals over time … presents a generalization of existing approaches. In panel data settings, rates of convergence are shown to exhibit a curse of …

about the number of types. Finite mixture models are hard to estimate for panel data, which is what experiments often … to find the number of types in the data, and that allows for the estimation of panel data models. It combines machine …

This paper develops a consistent series-based specification test for semiparametric panel data models with fixed …

communally by all individuals in the sample. To capture such behavioral features, we employ a functional coefficient panel model … in which certain communal covariates may jointly influence panel interactions by means of their impact on the model … coefficients. Two classes of estimation procedures are proposed, one based on station averaged data the other on the full panel …

This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects …

This paper considers inference procedures for two types of dynamic linear panel data models with fixed effects (FE … presents likelihood based unit root tests. Finally, the properties of CML, GMM, and Modified ML estimators for dynamic panel …

In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The …

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

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

Panel data subject to heterogeneity in both cross-sectional and time-serial directions are commonly encountered across … social and scientific fields. To address this problem, we propose a class of time-varying panel data models with individual …-specific regression coefficients and interactive common factors. This results in a model capable of describing heterogeneous panel data in …