We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte … data, the results obtained with the different panel data estimators range from 0.03% to 17%. This implies a range of the …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …

Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel …

small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …