-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

their panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …One of the oldest and largest literatures in empirical economics is concerned with the estimation of demand and supply … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …

dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger … growth, giving support to Phillips' Golden Triangle theory …

Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots …

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 …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional … differencing transformation to aid in the estimation of factor components while maintaining orthogonality of moment conditions …

coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … the panel. It is shown that the pooled estimator remains consistent so long as δ < 1, and is asymptotically normally …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …