Recent developments in nonlinear panel data analysis allow the identification and estimation of general dynamic systems. We review some results and techniques for nonparametric identification and ...

We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the cross-sectional units in the form of a common factor. A ...

We find significant forecasting gains over both linear panel and nonlinear time-series models. Containment or lockdown policies, as instigated at the national level by governments, are found to have ...