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, ...

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high-dimensional setting. The setting allows the number of time-vary ing ...

This is a preview. Log in through your library . Abstract In this paper, we derive the asymptotic properties of the system generalized method of moments (GMM) estimator in dynamic panel data models ...