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Tag: panel data

Posted on July 17, 2017

Grouped Patterns of Heterogeneity in Panel Data – Elena Manresa

Link to Stata Code

Posted on July 16, 2017

Semiparametric Estimation of Censored Panel Data Model – Bo E. Honoré

Link to Stata Code

Posted on July 6, 2017July 6, 2017

Grouped Patterns of Heterogeneity in Panel Data – Stéphane Bonhomme

Link to Matlab Code

Posted on July 6, 2017

Identifying Distributional Characteristics in Random Coefficients Panel Data Model – Stéphane Bonhomme

Link to Stata Code

Posted on June 18, 2017June 18, 2017

Least Squares Estimation of Linear Panel Regression Models with Interactive Fixed Effects – Martin Weidner

Link to Matlab Code

Posted on June 14, 2017June 15, 2017

Semiparametric Estimation of a Panel Data Proportional Hazard Model with Fixed Effects — Uncensored Model – Joel Horowitz

Link to Matlab Code

About this blog

This blog is a project of the ESRC Centre for Microdata Methods and Practice (CeMMAP) at the Institute for Fiscal Studies (RES-589-28-0001).

We welcome submissions of code for the inclusion in this blog. Simply fill out the form on the Submit Code page.

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Tags

  • autoregression
  • binary response model
  • censored data
  • cointegration
  • confidence interval
  • empirical likelihood
  • fixed effects
  • generalized moments
  • heterogeneity
  • heteroskedasticity
  • instrumental variable
  • interval data
  • local polynomial regression
  • logit
  • Markov perfect equilibria
  • maximum score
  • model averaging
  • nonparametrics
  • NPIV
  • Pakes-McGuire algorithm
  • panel data
  • partial identification
  • quantile regression
  • random coefficient
  • regression discontinuity
  • semiparametrics
  • single-index model
  • structural model
  • test
  • unit root

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Disclaimer

This site links to software hosted on external websites. These are selected and reviewed when the link is published. However, cemmap and the IFS are not responsible for the content of external websites. This is because we do not produce them or maintain/update them and they can be changed without our knowledge or agreement. If you notice a broken or incorrect link, please let us know by emailing cemmapswl@gmail.com.

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