We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

dispersion. We use detailed panel data covering a period of decentralization in the Danish labor market. The decentralization …

With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the … included in the model. In this paper, we propose several new estimators for dynamic panel data models when data are irregularly …

eliminate this bias. Estimates from two large panel datasets from Portugal and Germany show that the bias is empirically …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days).We use a semiparametric panel data …