We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo … combinations in the time and cross-section dimension of the data. -- Endogeneity ; instrumental variables ; two-step estimators …

endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate …

We analyze the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

This paper re-examines the panel unit root tests proposed by Chang (2002). She establishes asymptotic independence of … variable (NIV) panel unit root test is valid under general error cross correlations for any N (the cross section dimension) as … T (the time dimension of the panel) tends to infinity. We show that her claim is valid only if NlnT/square root of T to …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …

In the presence of selection bias the traditional estimators for pseudo panel data models are inconsistent. This paper … finite samples. As a "side effect" the authors utilize the enlarged pseudo panel to provide a GMM consistent estimation of … the pseudo panel parameters under rejection of the null and apply the procedure to estimate the rate of return to …

suggest that, in order to account for the endogeneity of several covariates, spatial dynamic panel models should be estimated …This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of … dynamic models with one or more endogenous variables. We propose to apply system-GMM, since it can correct for the endogeneity …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …