an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T … robust to error variance heteroskedasticity and residual serial correlation …

searching for instruments that are uncorrelated with the errors, in cases where the correlation between the target variables and … have maximum correlation with the target variables and the problem of weak instrument is thus avoided. The proposed … approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we …

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 …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

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 …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

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 …