Optimal Estimation Methodologies for Panel Data Regression Models

• Tác giả: Christis Katsouris
• Ngôn ngữ: eng
• Ký hiệu phân loại: 001.434 Experimental method
• Thông tin xuất bản: 2023
• Bộ sưu tập: Báo, Tạp chí
• ID: 198393

Tóm tắt

This survey study discusses main aspects to optimal estimation methodologies for panel data regression models. In particular, we present current methodological developments for modeling stationary panel data as well as robust methods for estimation and inference in nonstationary panel data regression models. Some applications from the network econometrics and high dimensional statistics literature are also discussed within a stationary time series environment.