Optimal Estimation Methodologies for Panel Data Regression Models

Author:

Christis Katsouris

Keyword:

Economics, Econometrics, Econometrics (econ.EM)

journal:

date:

2023-11-05 16:00:00

Abstract

This survey study discusses main aspects to optimal estimation methodologies for panel data regression models. In particular, we present current methodological developments for modeling stationary panel data as well as robust methods for estimation and inference in nonstationary panel data regression models. Some applications from the network econometrics and high dimensional statistics literature are also discussed within a stationary time series environment.

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