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 …

panel data logit models with fixed effects. After introducing the moment conditions obtained in this way, we explore their … common model parameters are estimable at root-n rate for many more dynamic panel logit models than has been appreciated by …

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

models that includes our household model. We cover fixed-T panel models where the response variable is an unknown monotonic …

This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …