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

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. …

Panel data, whose series length T is large but whose cross-section size N need not be, are assumed to have a common …

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

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

In this paper we study the least sqares (LS) estimator in a linear panel regression model with interactive fixed …

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

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

This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged …