Donald J. Wyhowski, Estimation of a Panel Data Model in the Presence of Correlation between Regressors and a Two-Way Error Component, Econometric Theory, Vol. 10, No ...

A model for binary panel data is introduced which allows for state dependence and unobserved heterogeneity beyond the effect of available covariates. The model is of quadratic exponential type and its ...

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 ...