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. …

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 …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a 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 …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …

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 …