I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results …

unobserved heterogeneity and panel attrition in determining the speed of assimilation is analysed. We find evidence for …

eliminate this bias. Estimates from two large panel datasets from Portugal and Germany show that the bias is empirically … controlled for there is a further pervasive source of bias, namely the co-movement of firm employment and firm wages. In a simple … aggregate or firm level) to firm's employment and wages cause downward bias in OLS regression estimates of RTT. We show that the …

eliminate this bias. Estimates from two large panel datasets from Portugal and Germany show that the bias is empirically … controlled for there is a further pervasive source of bias, namely the co-movement of firm employment and firm wages. In a simple … aggregate or firm level) to firm's employment and wages cause downward bias in OLS regression estimates of RTT. We show that the …

new insights into the analysis of German export performance. Our panel dataset includes German exports to 176 countries … and also a Least Trimmed Squares model to control for the heterogeneity between countries. We distinguish two panel data …

panel first-difference estimator. The new method is very simple, faster than current alternatives, as shown by Monte Carlo … simulations, and, more importantly, consistent. The dynamic nonlinear panel model is also covered. As an empirical application, I …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … migration ; panel data ; forecasting …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …. Second, the new estimator is never outperformed by the others, seems to be substantially more immune to small sample bias … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …