The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …

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

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

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 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 …

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. …

-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … general “toolbox” for a wide range of specifications which includes the dynamic space- time panel model with random effects …, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with …

there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE …

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

econometric approaches that have been used for modelling fertility outcomes with cross-section and panel data. …