abstract: This paper introduces a dynamic panel data model in which the intercepts and the coefficients on the lagged endogenous variables are specific to the cross section units, while …

In this paper, we provide a comprehensive asymptotic theory for estimation and testing in panel threshold regression model with two key features: i) heterogeneous parameters across units …

Jun 8, 2015 · This paper introduces time-varying grouped patterns of heterogeneity in linear panel data models. A distinctive feature of our approach is that group membership is left …

Panel data can be used to control for time invariant unobserved heterogeneity, and therefore is widely used for causality research. By contrast, cross sectional data cannot control for time …

Aug 1, 2023 · In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal …

Mar 26, 2022 · The Fixed Effects regression model is used to estimate the effect of intrinsic characteristics of individuals in a panel data set. Examples of such intrinsic characteristics are …

Jun 10, 2020 · Fixed effects (FE) panel models have been used extensively in the past, as those models control for all stable heterogeneity between units. Still, the conventional FE estimator …

Learn when the within estimator gives consistent estimates of average coefficients in heterogeneous models. See the first example of heterogeneity bias in this course.

May 26, 2023 · Panel data enables us to control for individual heterogeneity. That means, Panel data allows us to control for variables you cannot observe or measure like cultural factors or …

We develop a procedure to identify latent group structures in linear panel data models that exploits a grouping in the error variances of cross-sectional units. To accommodate such …