The Review of Economic Studies, Vol. 68, No. 3 (Jul., 2001), pp. 543-572 (30 pages) This paper considers the problem of identification and estimation in panel data sample selection models with a ...

In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the conditional mean, ...

This article considers the problem of using categorical data from a panel survey in which there is nonrandom nonresponse to estimate gross flows. The methods are illustrated for the case of estimating ...

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 ...