This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

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

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

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

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

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

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … finite sample performance of our GMM estimators. -- dynamic discrete choice ; fixed effects ; panel data ; initial values …

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

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

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 …