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

This paper proposes a new panel data structural gravity approach for estimating the trade and welfare effects of Brexit …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

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

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

This paper uses panel vector autoregressive models and simulations of an estimated DSGE model to explore the reaction …

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large …

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