We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the …

This paper considers a panel duration model that has a proportional hazards specification with fixed effects. The paper …

heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to …

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown in a Monte Carlo study to extend to the panel data system GMM estimator. …

cyclicality of permanent and transitory income shocks in the Panel Study of Income Dynamics. We find that the dispersion of income …