if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …

pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

strong. This result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. The …

This paper proposes an exponential class of dynamic binary choice panel data models for the analysis of short T (time … dimension) large N (cross section dimension) panel data sets that allows for unobserved heterogeneity (fixed effects) to be …

This paper considers estimation and inference in fixed effects (FE) panel regression models with lagged dependent … generalization of the Nickell type bias derived in the literature for the pure dynamic panel data models. It shows that in the … sufficiently small. To deal with the bias and size distortion of FE estimator when NN is large relative to TT, the use of half-panel …

develop tests for threshold effects in the context of dynamic heterogeneous panel data models with crosssectionally dependent …

-run effects in large dynamic heterogeneous panel data models with cross-sectionally dependent errors. The asymptotic distribution … crosssection dimension (N) are both large. The CS-DL approach is compared with more standard panel data estimators that are based … is often superior to the alternative panel ARDL estimates particularly when T is not too large and lies in the range of …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …