This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance … small sample performance. -- Higher-order spatial dependence ; generalized moments estimation ; two-stages least squares …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao … trivial due to the incidental parameters problem that arises, and its implications for estimation and inference. We approach …-sectional heteroskedasticity ; Monte Carlo simulation ; GMM estimation …

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 proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large … micro-, meso-, and macroeconomic levels. The paper outlines the estimation approach, illustrates its suitability by …

We examine the economic and social determinants of suicide mortality in a panel of 25 OECD countries over the period …

presence of incidental trends in panel unit root test setting is ubiquitous. …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional … differencing transformation to aid in the estimation of factor components while maintaining orthogonality of moment conditions …

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