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Panel Data Workshop 2019

  • Series
  • Speaker(s)
    Luis Candelaria (University of Warwick), Chris Muris (University of Bristol), Andreas Dzemski (University of Gothenburg), Koen Jochmans (University of Cambridge), Lorenzo Trapani (Nottingham University), Frank Windmeijer (University of Bristol) et al.
  • Field
  • Location
    De Burcht, Henri Polaklaan 9
  • Date and time

    April 05 2019, 13:00 until April 06 2019, 18:00

The aim of the workshop is to gather econometricians and economists, who are using or developing panel data methods for applied economic research.

Program and registration

View on workshop website.


Eleni Aristodemou (University of Amsterdam) Semiparametric identification in panel data discrete response models
Discussant: Geert Dhaene (KU Leuven)

Joerg Breitung (University of Cologne)
Estimation of heterogeneous panels with systematic slope variations Discussant: Julia Schaumburg (VU Amsterdam)

Luis Candelaria (University of Warwick) A semiparametric network formation model with multiple linear fixed effects Discussant: Arturas Juodis (University of Groningen)

Andreas Dzemski (University of Gothenburg) Confidence set for group membership Discussant: Otilia Boldea (Tilburg University)

Gerdie Everaert (Ghent University) Testing the rank condition for CCE-type estimators Discussant: Hande Karabiyik (VU Amsterdam)

Koen Jochmans (University of Cambridge) Testing for correlation in error-component models
Discussant: Helmut Farbmacher (Munich Center for the Economics of Aging)

Geert Mesters (Universitat Pompeu Fabra) The complementary effects of sin taxes Discussant: Martin Carree (Maastricht University)

Chris Muris (University of Bristol) Binarization for panel models with fixed effects Discussant: Noud van Giersbergen (University of Amsterdam)

Lorenzo Trapani (University of Nottingham) Determining the dimension of factor structures in non-stationary large datasets Discussant: Andreas Pick (Erasmus University Rotterdam)

Frank Windmeijer (University of Bristol) Weak instruments, first-stage heteroskedasticity and the robust F-test Discussant: Tom Wansbeek (University of Groningen)