This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the …

This study presents a general methodology for fitting multiple time series models to panel data. The basic statistical … panel data, and it identifies those instances in which procedures found in the time series literature cannot be directly … applied to analyze longitudinal data. Data analysis techniques in the tine series literature are adapted for panel data …

Short panel data sets constructed by matching individuals across monthly files of the Current Population Survey (CPS …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …

examine the stylized facts regarding environmental expenditures and innovation in a panel of manufacturing industries. We find …

characteristics, but face endogeneity problems for estimating non-marginal welfare measures. I show that when panel data on household …

panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of …

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …