Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context … offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …

the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …

This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of … 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 examines how the Covid-19 pandemic affected European trade patterns. Specifically, dynamic panel data models …

This study provides new evidence on the impact of climate physical risk (as measured by the Global Climate Risk Index … (CRI) from Germanwatch) on stock market returns. Specifically, a panel model with fixed effects is estimated using annual … clusters on the basis of their degree of market capitalisation. The results suggest a negative impact of climate physical risk …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …

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 … the finite sample behavior of the transformed maximum likelihood estimator and compare it with various GMM estimators … transformed likelihood estimator outperforms the GMM estimators in almost all cases. -- dynamic panels ; cross …

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