The Oxford Handbook of Panel Data examines new developments in the theory and
applications of panel data. It includes basic topics like non-stationary panels, co-integration …

The highly prized ability to make financial plans with some certainty about the future comes
from the core fields of economics. In recent years the availability of more data, analytical …

In this paper, we provide an intensive review of the recent developments for semiparametric
and fully nonparametric panel data models that are linearly separable in the innovation and …

This chapter surveys nonparametric methods for estimation and inference in a panel data
setting. Methods surveyed include profile likelihood, kernel smoothers, as well as series and …

Binary events are involved in many economic decision problems. In recent years,
considerable progress has been made in diverse disciplines in developing models for …

There exists enormous literature on the development of panel data models in the last five
decades or so. The readers are referred to Arellano (2003), Hsiao (2003), and Baltagi …

This paper considers multivariate local linear least squares estimation of panel data models
when fixed effects are present. One-step estimation of the local marginal effect is of prime …

Multidimensional panel datasets are routinely employed to identify marginal effects in
empirical research. Fixed effects estimators are typically used to deal with potential …

This article extends the spatial panel data regression with fixed-effects to the case where the
regression function is partially linear and some regressors may be endogenous or …

We study how two aspects of food insecurity-caloric insufficiency and diet composition-are
affected by aggregate economic fluctuations. The use of cross-country panel data allows us …