be described by both the Euler equation and the rule-of-thumb. Using panel data on households (Russian Longitudinal …

This paper shows that popular linear fixed-effects panel-data estimators (first-differences, within-transformation) are …

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

Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …

We show that two commonly employed estimation procedures to deal with correlated unobserved heterogeneity in panel data … time varying treatment effects when estimating panel data models with binary indicator variables as is illustrated by an …

We show that two commonly employed estimation procedures to deal with correlated unobserved heterogeneity in panel data … time varying treatment effects when estimating panel data models with binary indicator variables as is illustrated by an …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

This paper provides estimation and inference methods for conditional average treatment effects (CATE) characterized by … a high‐dimensional parameter in both homogeneous cross‐sectional and unit‐heterogeneous dynamic panel data settings. In … dependent time series and panel data. This method "leaves out the neighbors" when fitting nuisance components, and we …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …