• Corpus ID: 239768938

Slow Movers in Panel Data

@inproceedings{Sasaki2021SlowMI,
  title={Slow Movers in Panel Data},
  author={Yuya Sasaki and Takuya Ura},
  year={2021}
}
Panel data often contain stayers (units with no within-variations) and slow movers (units with little within-variations). In the presence of many slow movers, conventional econometric methods can fail to work. We propose a novel method of robust inference for the average partial effects in correlated random coefficient models robustly across various distributions of within-variations, including the cases with many stayers and/or many slow movers in a unified manner. In addition to this… 

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TLDR
Substantially revised from the second edition, this book includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations.
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