Ekaterini Kyriazidou, Estimation of Dynamic Panel Data Sample Selection Models, The Review of Economic Studies, Vol. 68, No. 3 (Jul., 2001), pp. 543-572 ...

We consider the problem of estimation in a panel data sample selection model, where both the selection and the regression equation of interest contain unobservable individual-specific effects.

Identifying causal relationships from observational data is not easy. Still, researchers are often interested in examining the effects of policy changes or other decisions. In those analyses, ...

We find significant forecasting gains over both linear panel and nonlinear time-series models. Containment or lockdown policies, as instigated at the national level by governments, are found to have ...

We leverage insights from machine learning to optimize the tradeoff between bias and variance when estimating economic models using pooled datasets. Specifically, we develop a simple algorithm that ...