The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well …

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …, and (iii) nonzero third moments of the covariates. In a simulation study we show that these approaches work well …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

specification of competition based on relative profits. Using a large Dutch firm-level panel database over the period 1989-2005, we …