We study a dynamic ordered logit model for panel data with fixed effects. We establish the validity of a set of moment … Panel Survey. …

outcomes directly. In this paper we propose two alternative Bayesian treatment modeling and inferential frameworks for panel … to the labor market. The frameworks differ in their modeling of the endogeneity of the treatment and the panel structure … frameworks and can be used, for example, to test for the heterogeneity of the treatment effects. Our analysis is based on a large …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …

algebraic transformations show, the FE interaction estimator picks up unit-specific effect heterogeneity of both variables … “double-demeaned” estimator is not subject to bias caused by unobserved effect heterogeneity. It is, however, less efficient …