We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …

addressed much more directly given the recent availability of panel data featuring repeated observation over extended periods of …

We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …

In this paper a parametric framework for stimation and inference in cointegrated panel data models is considered that …

We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous … depend on the explanatory variables once one conditions on z. In some panel data cases we may find z by making the assumption … in the panel is exchangeable in the values of those explanatory variables. This situation may be realistic, in particular …

This note presents a simple, linear test for individual effects in dynamic models using panel data; building upon the … techniques of Holtz-Eakin, Newey, and Rosen (HNR) [198S] for estimating vector autoregressions using panel data. While … moment conditions implied by the presence of individual effects and is particularly suited for dynamic models using panel …