This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

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 …

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

With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the … included in the model. In this paper, we propose several new estimators for dynamic panel data models when data are irregularly …

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

where theory suggests a nonlinear relationship, yet previous research has used linear IV estimators. We find that relaxing … the linearity restriction in the IV estimation changes the qualitative conclusions about the relevant economic theory and …