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 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 …

-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 …

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

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium …

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days). We use a semiparametric panel data …

We explore whether a protective role for savings against future financial hardship exists using household level panel …