Estimating Vector Autoregressions with Panel Data
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- A two-stage estimation for panel data models with grouped fixed effects
- Treatment effects in interactive fixed effects models with a small number of time periods
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- A correlated random coefficient panel model with time-varying endogeneity
- Exponential regression of dynamic panel data models.
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- First difference transformation in panel VAR models: robustness, estimation, and inference
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Editorial: Whitney Newey's contributions to econometrics
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