This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

simple simulation experiments. -- Dynamic discrete choice models ; initial conditions ; dynamic probit ; panel data …

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 …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …

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 …

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