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 …. -- exponent of cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …

-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 …

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

balance sheets. The method can be applied to a wide range of panel datasets, including qualitative surveys on firm …-level forecasts or household expectations. As an application, we employ a panel of Greek manufacturing firms and quantify firms …

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 …

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

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