منابع مشابه
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis and it allows for the cross–sectional dependence in both the regressors and the residuals. A pooled semiparametric profile likelihood dummy variable approach based on the first–stage local linear fitting is developed to estimate both the parameter vector and the nonparametric ...
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For nearly half a century, the fundamental problem for statistical analysis in the social sciences has been how to make causal inferences from nonexperimental data (Blalock 1961). For nearly as long, there has been a widespread consensus that the best kind of nonexperimental data for making causal inferences is longitudinal data. Unfortunately, there has not been nearly as much consensus on the...
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T.W. Anderson and his collaborators have made seminal contributions to inference with instrumental variables and to dynamic panel data models. We review these contributions and the extensive economic and statistical literature that these contributions spawned. We describe our recent work in these two areas, presenting new approaches to (a) making valid inferences in the presence of weak instrum...
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Inference with Difference in Differences and Other Panel Data∗
We examine inference in panel data when the number of groups is small as is typically the case for differences-in-differences estimation and when some variables are fixed within groups. In this case, standard asymptotics based on the number of groups going to infinity provide a poor approximation to the finite sample distribution. We show that in some cases the t-statistic is distributed as t a...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2018
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2018.06.003