In the presence of dependent competing risks in survival analysis, the Cox proportional hazards model can be utilised to examine covariate effects on the cause-specific hazard function for each type of failure. The method proposed by Lunn and McNeil (1995) requires data augmentation. With k...

It is well known that the LSDV estimator for dynamic panel data models is not consistent for N large and finite T. Nickell (1981) derives an expression for the inconsistency for N going to infinity, which is of order 1/T. Kiviet (1995) uses asymptotic expansion techniques to approximate the...