This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …

This paper provides an introduction into the estimation of Marginal Treatment Effects (MTE). Compared to the existing … econometric techniques who would like to use MTE estimation. Our framework of analysis is a generalized Roy model based on the … IV estimation with a discrete instrument resulting in a local average treatment effect (LATE). Turning to IV estimation …

This paper provides an introduction into the estimation of Marginal Treatment Effects (MTE). Compared to the existing … econometric techniques who would like to use MTE estimation. Our framework of analysis is a generalized Roy model based on the … IV estimation with a discrete instrument resulting in a local average treatment effect (LATE). Turning to IV estimation …

Recently, discussion about the appropriate estimation of gravity trade models has started in agriculture. Here, we are …) from reduced-form estimation. This innovation made by Fally will ease comparative statics and incidence analysis, making … Poisson Pseudo Maximum Likelihood even more preferable in practice. -- Gravity Estimation ; Poisson Pseudo Maximum Likelihood …