We propose a varying-coefficient panel-data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each coefficient function using B-splines ...
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the cross-sectional units in the form of a common factor. A ...
A behind-the-scenes blog about research methods at Pew Research Center. For our latest findings, visit pewresearch.org. Identifying causal relationships from observational data is not easy. Still, ...