This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …

Using data on annual individual labor income from three representative panel datasets (German SOEP, British BHPS …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … estimator exhibit the superior forecast performance, (iii) the fixed effects estimators outperform GMM and other instrumental …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … simulations on a range of different estimators. We find that Anderson-Hsiao IV, Kiviet's bias-corrected LSDV and GMM estimators …

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research …

uncompleted spells from repeated cross-section data, which can be especially useful when panel data are not available. The …