Optimal Estimation Methodologies for Panel Data Regression Models
Econometrics
2023-11-14 v3
Abstract
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.
Keywords
Cite
@article{arxiv.2311.03471,
title = {Optimal Estimation Methodologies for Panel Data Regression Models},
author = {Christis Katsouris},
journal= {arXiv preprint arXiv:2311.03471},
year = {2023}
}