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

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 …

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 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 …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … develops a quasi maximum likelihood (QML) estimation procedure. Under certain regularity conditions, it is shown that the QML … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the …

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

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