if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …

This paper proposes a new panel data approach to identify and estimate the time-varying average treatment effect (ATE … type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the …

This paper develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed … effects, allowing temporal correlation within each individual. The conventional QR standard errors can seriously underestimate …

corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the … the dynamic panel data model GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) and supplementing the … dynamic panel data estimators. The performance of these spatial dynamic panel data estimators is investigated by means of …

This study develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed … effects, allowing for temporal correlation within each individual. The conventional QR standard errors can seriously …

variables (IV) estimates with individual longitudinal data of the Socio-Economic Panel (SOEP, 33 waves) analyze anticipation and …

variables (IV) estimates with individual longitudinal data of the Socio-Economic Panel (SOEP, 33 waves) analyze anticipation and …

variables (IV) estimates with individual longitudinal data of the Socio-Economic Panel (SOEP, 33 waves) analyze anticipation and …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …