The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or …

This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects …. Departing from the classic binary response static panel data model, this paper examines identification in the binary response … dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional …

Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects … Section 4 we demonstrate that in this extended setup Probit - estimation on panel data sets does not pose a specific problem …

dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …

) estimators in dynamicpanel data models. Results from Kiviet (1995, 1999) are extended tohigher-order dynamic panel data models …

Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel …

This paper introduces a new estimator for the fixed effects dynamic panel data model withexogenous variables. This …

The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel …