This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

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 …

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 misspecification 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 …

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. …

chemical industry. We use a rich panel data-set of 12,552 firms observed over the period 2004 - 2006 and model output by the …

across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of … panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …

a rich panel data-set of 25,360 firms observed over the period 2004-2007. This industry is characterized by its …