Long Panels
Long Panels is a type of panel data structure in which the number of time periods is sufficiently large relative to the number of cross-sectional units, thereby allowing for the consistent estimation of dynamic models and the application of asymptotic theory in the time dimension.
28
Publications
1.3K
Citations
50
Authors
36
Institutions
Publications per year
2017–2026
11
Parents
28
Finance and Growth at the Firm Level: Evidence from SBA Loans
Jason Brown, John S. Earle · The Journal of Finance · 2017 · 221 citations
Estimating dynamic panel data models: a guide for
Ruth Judson, Ann L. Owen · 1999 · 115 citations
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36
University College London
London, United Kingdom
3 h-index
3 publications
130 citations
IZA - Institute of Labor Economics
Bonn, Germany
2 h-index
4 publications
66 citations
Islamic Azad University South Tehran Branch
Tehran, Iran
2 h-index
2 publications
94 citations
The University of Texas at Austin
Austin, United States
2 h-index
3 publications
147 citations

Shahrekord University
Shahr-e Kord, Iran
2 h-index
2 publications
94 citations
Amirkabir University of Technology
Tehran, Iran
2 h-index
2 publications
94 citations
Institute for Fiscal Studies
London, United Kingdom
2 h-index
2 publications
42 citations

University of Warwick
Coventry, United Kingdom
1 h-index
2 publications
30 citations
1–8 of 36
Repository · 4 publications · 76 citations
4
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1 publications · 51 citations
1
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1 publications · 37 citations
1
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1 publications · 18 citations
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JSV · 1 publications · 15 citations
1
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