[PDF][PDF] Elongated Pseudo-Panels from Time Series of Cross Sections

Z Lin, E Maasoumi - 2019 - econ.gatech.edu
We propose to impute missing components in panels or entire waves in time series of cross
sections. An “optimal matching” procedure is proposed to infer would-be multiple …

Assessing cohort aggregation to minimise bias in pseudo-panels

R Khan - 2018 - econstor.eu
Pseudo-panels allow estimation of panel models when only repeated cross-sections are
available. This involves grouping individuals into cohorts and using the cohort means as if …

Pseudo-panels and repeated cross-sections

M Verbeek - The Econometrics of Panel Data: Fundamentals and …, 2008 - Springer
In many countries there is a lack of genuine panel data where specific individuals or firms
are followed over time. However, repeated cross-sectional surveys may be available, where …

Panel data analysis: Static models

P Das, P Das - Econometrics in Theory and Practice: Analysis of Cross …, 2019 - Springer
Panel data are constructed through survey conducted at several points in time using the
same cross section units. A panel consists of a set of multiple entities from which information …

Unbalanced panel data models with interactive effects

J Bai, Y Liao, J Yang - 2015 - academic.oup.com
Panel data models are widely used by researchers. In practice, it is frequently the case that
researchers may encounter missing observations in the collected data. One common source …

[PDF][PDF] Panel Data

J Llull - 2015 - joanllull.github.io
The term panel data is used in econometrics to refer to data sets with repeated observations
for a given cross-section of units. Units can be persons, households, firms, countries,..., and …

[PDF][PDF] Identification of spillover effects using panel data

C Rose - 2018 - rse.anu.edu.au
In this paper I use panel data to identify and estimate spillover effects when the underlying
network is sparse and unobserved. The outcome of each entity depends on its own …

Panel models with interactive effects

C Hsiao - Journal of Econometrics, 2018 - Elsevier
The multiplication of individual specific effects, and time-specific effects, provides a more
general formulation than the traditionally used additive form to capture the unobserved …

[PDF][PDF] Dynamic Panel Probit with Flexible Correlated Effects

M Burda, M Harding - The Seminar on Bayesian Inference in Econometrics …, 2009 - Citeseer
In this paper, we analyze a dynamic panel probit model with two flexible latent effects: first,
unobserved individual heterogeneity that is allowed to vary in the population according to an …

[图书][B] Essays in panel data modelling

A Juodis - 2015 - dare.uva.nl
Panel data are repeated observations on the same cross section unit, typically of individuals
or firms (in microeconomic applications), observed for several time periods. The use of panel …