Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/80596 
Year of Publication: 
2013
Series/Report no.: 
IZA Discussion Papers No. 7359
Publisher: 
Institute for the Study of Labor (IZA), Bonn
Abstract: 
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.
Subjects: 
panel data
irregular spacing
interactive fixed effects
student achievement
obesity
JEL: 
C23
C51
I21
Document Type: 
Working Paper

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