GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Pseudo-panels allow estimation of panel models when only repeated cross-sections are available. This involves grouping … individuals into cohorts and using the cohort means as if they are observations in a genuine panel. Their practical use is … mimic panel estimates. We create two metrics for assessing the grouping process, one for each potential source of bias. If …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …