Chernozhukov, Victor; Fernández-Val, Iván; Huang, Chen; … - 2024
The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. However … overidentification. We show that weak dependence along the panel's time series dimension naturally implies approximate sparsity of the … county-level panel data from the United States to study opening K-12 schools and other mitigation policies' short and long …