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 …

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 …

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 …

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

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

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 …

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

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 …