This paper investigates spatial dynamic panel data models with high order time-varying endogenous weights matrices. We … consider the panel data when $n$ is large, and $T$ can be large, but small relative to $n$. In this case, the maximum …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … variable is large (? = 0.8). -- Panel data ; LSDV ; dynamic model ; fixed effects …

Using a panel data set for OECD countries we replicate the typical features of the New Keynesian Phillips curve models … (NPCs) that have been estimated on country data. While this corroborates the NPC also on the macro panel data set, a … ; forward-looking price setting ; panel data model ; encompassing …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

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

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has …, its overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel data …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has … overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel Data estimation …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …