coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …

linear panel models with a fixed Tdimension. We advocate for a correlated interaction term estimator (CITE) and show that it …

This paper provides a new methodology for the analysis of multiple long run relations in panel data models where the … cross section dimension, n, is large relative to the time series dimension, T. For panel data models with large n … approach is illustrated with an application to key financial variables using an unbalanced panel of US firms from merged CRSP …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both … nonparametric fixed-effects models, it is shown that conventional within transformation or first difference render panel ….S. state-level panel data on nitrogen oxide and sulfur dioxide emissions …

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major … to grouping FE in the linear panel model to reduce their dimensionality and ensure identifiability. By using unsupervised … than conventional panel models …

We consider high-dimensional panel data models (large cross sections and long time horizons) with interactive fixed …

We use data from two representative U.S. household surveys, the Medical Expenditure Panel Survey (MEPS) and the Health …

In panel data the interest often is in slope estimation while taking account of the unobserved cross sectional …