ANNALS OF ECONOMICS AND STATISTICS

No. 134, June 2019
2019: Panel Data, Old and New (pp. 1-4)
Stéphane Bonhomme and Laurent Davezies
GMM Estimation from Incomplete and Rotating Panels (pp. 5-42)
Pedro Albarran and Manuel Arellano
Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients (pp. 43-77)
Badi H. Baltagi and Georges Bresson and Jean-Michel Etienne
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data (pp. 79-108)
Jean-Thomas Bernard and Ba Chu and Lynda Khalaf and Marcel Voia
Quantile Regression Random Effects (pp. 109-148)
Antonio F. Galvao and Alexandre Poirier
Moment Restrictions and Identification in Linear Dynamic Panel Data Models (pp. 149-176)
Tue Gørgens and Chirok Han and Sen Xue
Penalized Estimation of a Quantile Count Model for Panel Data (pp. 177-206)
Matthew Harding and Carlos Lamarche
Identification in Binary Response Panel Data Models: Is Point-Identification More Common Than We Thought? (pp. 207-226)
Bo E. Honoré and Ekaterini Kyriazidou
Likelihood Corrections for Two-way Models (pp. 227-242)
Koen Jochmans and Taisuke Otsu
Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels (pp. 243-268)
Riju Joshi and Jeffrey M. Wooldridge