Výsledky vyhľadávania - Single Variables: Models with Panel Data

Matrix Completion Methods for Causal Panel Data Models Autor Athey, Susan, Bayati, Mohsen, Doudchenko, Nikolay, Imbens, Guido, Khosravi, Khashayar

“…In this article, we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated…”
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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors Autor Chudik, Alexander, Pesaran, M. Hashem

“…) to heterogeneous panel data models with lagged dependent variables and/or weakly exogenous regressors…”
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Difference-in-differences with variation in treatment timing Autor Goodman-Bacon, Andrew

“… This paper shows that the two-way fixed effects estimator equals a weighted average of all possible two-group/two-period DD estimators in the data…”
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Doubly robust difference-in-differences estimators Autor Sant’Anna, Pedro H.C., Zhao, Jun

“… the semiparametric efficiency bound when the working models are correctly specified. Furthermore, we quantify the potential efficiency gains of having access to panel data instead of repeated cross-section data…”
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General diagnostic tests for cross-sectional dependence in panels Autor Pesaran, M. Hashem

“…This paper proposes simple tests of error cross-sectional dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short T and large N…”
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Using and Interpreting Fixed Effects Models Autor BREUER, MATTHIAS, DEHAAN, ED

“… Unwanted variation is plentiful in accounting research because we often use rich data to test precise hypotheses derived from theories…”
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Bias and consistency in three-way gravity models Autor Weidner, Martin, Zylkin, Thomas

“…”) estimator recently recommended for identifying the effects of trade policies and in other panel data gravity settings…”
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The Augmented Synthetic Control Method Autor Ben-Michael, Eli, Feller, Avi, Rothstein, Jesse

“…The synthetic control method (SCM) is a popular approach for estimating the impact of a treatment on a single unit in panel data settings…”
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EARNINGS AND CONSUMPTION DYNAMICS: A NONLINEAR PANEL DATA FRAMEWORK Autor Arellano, Manuel, Blundell, Richard, Bonhomme, Stéphane

“…We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption…”
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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure Autor Norkutė, Milda, Sarafidis, Vasilis, Yamagata, Takashi, Cui, Guowei

“…This paper develops two instrumental variable (IV) estimators for dynamic panel data models with exogenous covariates and a multifactor error structure…”
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Simple approaches to nonlinear difference-in-differences with panel data Autor Wooldridge, Jeffrey M

“…Summary I derive simple, flexible strategies for difference-in-differences settings where the nature of the response variable may warrant a nonlinear model…”
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Testing Weak Cross-Sectional Dependence in Large Panels Autor Pesaran, M. Hashem

“…This article considers testing the hypothesis that errors in a panel data model are weakly cross-sectionally dependent, using the exponent of cross-sectional dependence α…”
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GROUPED PATTERNS OF HETEROGENEITY IN PANEL DATA Autor Bonhomme, Stéphane, Manresa, Elena

“…This paper introduces time-varying grouped patterns of heterogeneity in linear panel data models…”
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Reprint of: Initial conditions and moment restrictions in dynamic panel data models Autor Blundell, Richard, Bond, Stephen

“… The importance of these results is illustrated in an application to the estimation of a labour demand model using company panel data…”
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Estimation of linear dynamic panel data models with time-invariant regressors Autor Kripfganz, Sebastian, Schwarz, Claudia

“… In comparison to estimating all coefficients simultaneously, this two-stage procedure is more robust against model misspecification, allows for a flexible choice of the first-stage estimator…”
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Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity Autor Ando, Tomohiro, Bai, Jushan

“…This article introduces a new procedure for analyzing the quantile co-movement of a large number of financial time series based on a large-scale panel data model with factor structures…”
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Estimating dynamic panel models in corporate finance Autor Flannery, Mark J., Hankins, Kristine Watson

“…Dynamic panel models play a natural role in several important areas of corporate finance, but the combination of fixed effects and lagged dependent variables introduces serious econometric bias…”
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The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Autor Juodis, Artūras, Reese, Simon

“…In this article, we consider the properties of the Pesaran CD test for cross-section correlation when applied to residuals obtained from panel data models with many estimated parameters…”
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Nonlinear factor models for network and panel data Autor Chen, Mingli, Fernández-Val, Iván, Weidner, Martin

“…Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…”
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Advances in mediation analysis: a survey and synthesis of new developments Autor Preacher, Kristopher J

“…: (a) mediation analysis for longitudinal data, (b) causal inference for indirect effects, (c) mediation analysis for discrete and nonnormal variables, and (d…”
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