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 …

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 …

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

This paper analyzes wage decomposition methodology in the context of panel data sample selection embedded in a … correlated random effects setting. Identification issues unique to panel data are examined for their implications for wage … decompositions. As an empirical example, we apply our methodology to German Socio-Economic Panel (GSOEP) data with which we …

entry and exit in this context. Using a nationally representative panel dataset, we show that women are not only … corrects for selection bias due to initial employment and panel attrition, to investigate the determinants of women's entry …

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

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 …

first wave of the 1996-2001 panel. The main findings of the paper are that attrition is not random. Attritors and non … on average higher than wages that would be observed if all the individuals initially selected in the panel remained in … the sample. -- panel data ; attrition ; selection ; SLID ; Canada …