Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development

Arbeitspapier

With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the properties of various estimators of such models are well known. However, we show that these estimators breakdown when the data are irregularly spaced along the time dimension. Unfortunately, this is an increasingly frequent occurrence as many longitudinal surveys are collected at non-uniform intervals and no solution is currently available when time-varying covariates are included in the model. In this paper, we propose several new estimators for dynamic panel data models when data are irregularly spaced and compare their finite sample performance to the nai¨ve application of existing estimators. We illustrate the practical importance of this issue by turning to two applications on early childhood development.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: IZA Discussion Papers ; No. 7359

Classification and Topics

• Classification: Wirtschaft ; Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models ; Model Construction and Estimation ; Analysis of Education
• Subject: panel data ; irregular spacing ; interactive fixed effects ; student achievement ; obesity

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Millimet, Daniel L. ; McDonough, Ian K.
• Event: Veröffentlichung
• (who): Institute for the Study of Labor (IZA)
• (where): Bonn
• (when): 2013

Further information

• Handle: http://hdl.handle.net/10419/80596
• Last update: 10.03.2025, 11:44 AM CET