Laura Liu, Hyungsik Roger Moon, Frank Schorfheide, FORECASTING WITH DYNAMIC PANEL DATA MODELS, Econometrica, Vol. 88, No. 1 (January 2020), pp. 171-201 ...

In this paper, I calculate the semiparametric information bound in two dynamic panel data logit models with individual specific effects. In such a model without any other regressors, it is well known ...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...

Assuming that the firms’ management quality is constant over time, we can use regression models to try to account for those unobserved factors — but there isn’t always consensus about the best way to ...

Fragile states in sub-Saharan Africa (SSA) face challenges to respond to the effects of climate shocks and rising temperatures. Fragility is linked to structural weaknesses, government failure, and ...