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 …

distribution. Entrepreneurs strongly affect firm growth patterns of both very young firms and for firms that have begun to mature …

The price-setting behaviour of manufacturing plants is examined using a large panel of monthly surveyed plant- and …

publicly posting long–term contracts. In such a competitive search setting, firms achieve faster growth not only by posting …

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

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …This paper investigates the long-run effects of public debt and inflation on economic growth. Our contribution is both … over the 1965-2010 period, we find significant negative long-run effects of public debt and inflation on growth. Our …

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 …

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 …

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

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