The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as … these have become increasingly important in applied work. Second, we build on a bias-reduction approach originally developed …

units are available over time. We lay out the theory underlying SDID, both when there is a single treatment adoption date … and when adoption is staggered over time, and discuss estimation and inference in each of these cases. We introduce the …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

general “toolbox” for a wide range of specifications which includes the dynamic space- time panel model with random effects …This paper extends the Baltagi et al. (2018, 2021) static and dynamic ε-contamination papers to dynamic space-time … models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … causal effects with nonexperimental data that are not confounded by time-invariant, unit-specific heterogeneity. One feature … of the fixed effects estimator, however, is often overlooked in practice: With data over time t ∈ {1,...,T} for each unit …

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

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

using a large panel data set and controlling for observed and unobserved individual characteristics, we find a large day …

the public sector. We show that this compression effect is partly concealed by the incidental parameter bias. Time changes … France, taking a long-term perspective. We exploit a long administrative panel dataset (1988-2013) and suggest methodological …-specific fixed effects and a jackknife correction for the potential incidental parameter bias. We find that the public wage gap is …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …