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 …

. These findings are established through the estimation of a spatial bivariate probit model …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

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 … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance …

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

This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data … of cross section averages must be included in individual equations of the panel, and the number of cross section averages … dimension of the panel is sufficiently large …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao … trivial due to the incidental parameters problem that arises, and its implications for estimation and inference. We approach …