The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

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

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 focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

misalignments. Intra-regional trade - both with North Africa and the rest of the continent - together with greater orientation to …

-born by skill level. Specifically, after introducing migration in an augmented Solow-Swan model, we estimate a dynamic panel …