Estimate the within-country dynamic effect of war on log GDP per capita using Arellano-Bond GMM in Stata, reproducing Thies and Baum (2020) on a 1955-2015 panel of 160 countries.
A beginner-friendly tour of seven panel-data estimators — POLS, Between, First-Differences, Fixed Effects, Two-Way FE, Random Effects, and Correlated Random Effects (Mundlak) — applied to a two-period worker wage panel.
Identify latent group structures in panel data using the Classifier-LASSO method (Su, Shi, Phillips 2016), revealing that the pooled democracy-growth effect of +1.055 masks a +2.151 effect in 57 countries and a -0.936 effect in 41 countries.
Comparing standard error estimators in panel data regressions using Python and linearmodels --- from conventional to clustered, Driscoll-Kraay, and fixed effects