Panel Data and Unobservable Individual Effects

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Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
A note on the equivalence of specification tests in the two-factor multivariate variance components model
Maximum likelihood estimation of random effects models
Unobservable individual effects in unbalanced panel data
Stochastic production frontiers and panel data: A latent variable framework
Small sample considerations in estimation from panel data
Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
Formulation and estimation of dynamic models using panel data
Simultaneous equations and panel data
Stochastic panel frontiers: A semiparametric approach
Two-step estimation of panel data models with censored endogenous variables and selection bias
Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models
Exploiting cross-section variation for unit root inference in dynamic data
Specification tests in simultaneous equations systems
Properties of Honda's test of random individual effects in non-linear regressions
Semiparametric-efficient estimation of AR(1) panel data models.
Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
A Stein-like estimator for linear panel data models
Robust linear static panel data models using -contamination
Can religion explain cross-country differences in inequality? A global perspective
Efficient estimation of panel data models with strictly exogenous explanatory variables
Identification and sequential estimation of panel data models with insufficient exclusion restrictions
Estimating multi-way error components models with unbalanced data structures.
Specification issues and confidence intervals in unilateral price effects analysis
Assessing cross-sectional correlation in panel data
Specification testing in panel data with instrumental variables
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
Instrumental variable estimation of heteroskedasticity adaptive error component models
Fixed effects, random effects or Hausman-Taylor: a pretest estimator
Fixed effects models with time invariant variables: a theoretical note
Identification and estimation of the linear-in-means model of social interactions
Test of random versus fixed effects with small within variation
Rank estimation of a generalized fixed-effects regression model
Estimating endogenous ordered response panel data models with an application to income gradient in child health
Shrinkage estimation of panel data models with interactive effects
The role of conditional likelihoods in latent variable modeling
Linear mixed models with endogenous covariates: modeling sequential treatment effects with application to a mobile health study
Editorial: Celebrating 40 years of panel data analysis: past, present and future
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
An econometric approach to the estimation of multi-level models
Efficient estimation of multi-level models with strictly exogenous explanatory variables
Omitted variables in multilevel models
Exploiting information from singletons in panel data analysis: a GMM approach
Time-invariant regressors under fixed effects: simple identification via a proxy variable
Determining individual or time effects in panel data models
Nonparametric identification of discrete choice models with lagged dependent variables
Nonparametric dynamic panel data models: kernel estimation and specification testing
Alternative ways of obtaining Hausman's test using artificial regressions
Testing a linear dynamic panel data model against nonlinear alternatives
Multilevel modeling with correlated effects
Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
Stock vs. mutual insurers: who should and who does charge more?
Spatial dynamic panel data models with correlated random effects
Estimation of patent licensing value using a flexible demand specification
Efficient estimation and inference in linear pseudo-panel data models
Two-step estimation of endogenous and exogenous group effects
Nonparametric instrumental variable estimation in practice
Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being
The impact of a Hausman pretest on the asymptotic size of a hypothesis test
Panel data models with multiple time-varying individual effects
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
Distribution of preferences and measurement errors in a disaggregated expenditure system
The Hausman-Taylor panel data model with serial correlation
Omitted variables in longitudinal data models
Multilateral resistance and the Euro effects on trade flows
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
GQL estimation in linear dynamic models for panel data
Piecewise transition models with random effects for unequally spaced longitudinal measurements
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
ベトナム農村における自然災害と貧困・家計所得—内生性問題の予備的検討—
Driving effect of CO₂ emissions on economic growth—application of empirical likelihood for generalized method of moments
A two-stage estimation for panel data models with grouped fixed effects
A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
Spatial dynamic panel data models with interactive fixed effects
The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
Semiparametric Efficient Distribution Free Estimation of Panel Models
Estimation of time-invariant effects in static panel data models
Identification of the linear factor model
Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
LIML in the static linear panel data model
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
The two-way Hausman and Taylor estimator
Regularization in dynamic random‐intercepts models for analysis of longitudinal data
The two-way Mundlak estimator
Testing for Trend Specifications in Panel Data Models
LASSO for Stochastic Frontier Models with Many Efficient Firms
Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
A comparative analysis of different IV and GMM estimators of dynamic panel data models
On the testing of correlated effects with panel data
Quantile regression with group-level treatments
Grouped-data estimation and testing in simple labor-supply models
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix
Design of randomized experiments to measure social interaction effects
Grouped effects estimators in fixed effects models
Some useful equivalence properties of Hausman's test

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