Conventional OLS fixed-effects and GLS random-effects estimators of dynamic models that control for individual-effects are known to be biased when applied to short panel data (T <= 10). GMM estimators
Data and code for Exploring the Mechanism of Path-Creating Strategy for Latecomers: A Combined Approach of Econometrics and Causal Machine Learning 1. feature_data.csv is the original feature da
We study identification of differentiated product demand from market-level data when product characteristics can be endogenous. Past work suggests nonparametric identification may be impossible: that
The plausibility of the “parallel trends assumption” in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of bo
