The Review of Economic Studies, Vol. 68, No. 3 (Jul., 2001), pp. 543-572 (30 pages) This paper considers the problem of identification and estimation in panel data sample selection models with a ...

This is a preview. Log in through your library . Abstract We investigate the strict-exogeneity assumption, a necessary condition for estimator consistency in many finance panel-data applications. We ...

In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the conditional mean, ...

2019 FEB 19 (NewsRx) -- By a News Reporter-Staff News Editor at Economics Daily Report -- Investigators discuss new findings in Economics. According to news originating from Lancaster, United Kingdom, ...

Understanding the effects of weather on macroeconomic data is critically important, but it is hampered by limited time series ...