I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model … with time lags, spatial lags, and spatial time lags that encompasses the pure time dynamic and pure space dynamic models as … time-space dynamic wage equation allowing for peer effects within households. …

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 …

profiles of four entry cohorts of foreign-born immigrants and ethnic Germans. The importance of time-invariant individual … unobserved heterogeneity and panel attrition in determining the speed of assimilation is analysed. We find evidence for …

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 … specifications: time-series and cross-section. This allows us to examine long-term and short-term decision horizons. The general …

using a large panel data set and controlling for observed and unobserved individual characteristics, we find a large day …

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 …

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 …

inefficiency in the market. The paper discusses estimation of a stochastic frontier panel model with unobserved fixed effects. On …

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 …