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 …

KfW/ZEW Start-up Panel, our estimation results show that firm characteristics are more important than personal …

Using a panel of 1122 UK firms listed on the London Stock Exchange over the period of 1981 to 2009, endogenous …