This article reviews recent advances in fixed effects estimation of panel data models for long
panels, where the number of time periods is relatively large. We focus on semiparametric …

This article reviews the recent literature on the econometric analysis of games in which
multiple solutions are possible. Multiplicity does not necessarily preclude the estimation of a …

We propose a framework to identify and estimate earnings distributions and worker
composition on matched panel data, allowing for two‐sided worker‐firm unobserved …

This paper introduces time‐varying grouped patterns of heterogeneity in linear panel data
models. A distinctive feature of our approach is that group membership is left unrestricted …

This paper provides a novel mechanism for identifying and estimating latent group structures
in panel data using penalized techniques. We consider both linear and nonlinear models …

We study discrete panel data methods where unobserved heterogeneity is revealed in a first
step, in environments where population heterogeneity is not discrete. We focus on two‐step …

I study a regression model in which one covariate is an unknown function of a latent driver of
link formation in a network. Rather than specify and fit a parametric network formation model …

I consider settings where outcomes depend on own characteristics and on the
characteristics of other individuals in the sample. I propose a method to identify individuals …

This paper considers linear panel data models with a grouped pattern of heterogeneity
when the latent group membership structure and/or the values of slope coefficients change …

This paper develops a new model and estimation procedure for panel data that allows us to
identify heterogeneous structural breaks. We model individual heterogeneity using a …