This paper proposes a new panel data approach to identify and estimate the time-varying average treatment effect (ATE … type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the …

if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …

about the number of types. Finite mixture models are hard to estimate for panel data, which is what experiments often … to find the number of types in the data, and that allows for the estimation of panel data models. It combines machine …

Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …

We show that two commonly employed estimation procedures to deal with correlated unobserved heterogeneity in panel data … time varying treatment effects when estimating panel data models with binary indicator variables as is illustrated by an …

We show that two commonly employed estimation procedures to deal with correlated unobserved heterogeneity in panel data … time varying treatment effects when estimating panel data models with binary indicator variables as is illustrated by an …

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

a high‐dimensional parameter in both homogeneous cross‐sectional and unit‐heterogeneous dynamic panel data settings. In … dependent time series and panel data. This method "leaves out the neighbors" when fitting nuisance components, and we …‐dimensional. In heterogeneous panel data settings, we model the unobserved unit heterogeneity as a weakly sparse deviation from …