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 …

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

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

estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its …

we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects …

-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general â toolboxâ 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 … trivial due to the incidental parameters problem that arises, and its implications for estimation and inference. We approach …

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 …