An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

This paper proposes new GMM estimators for the panel AR(1) model when the ratio of the variance of the individual …

This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model …

This paper considers inference procedures for two types of dynamic linear panel data models with fixed effects (FE … presents likelihood based unit root tests. Finally, the properties of CML, GMM, and Modified ML estimators for dynamic panel …

This paper studies panel data models with interactive fixed effects where the regressors are allowed to be correlated …

-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel …-country variation in a panel of up to 50 countries for 1990 to 2008. Possible methodological problems arising from omitted variables … (confounding factors), heterogeneity, and outliers are carefully discussed and a wide range of recent panel econometric estimators …

This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …

This paper introduces a spatial panel quantile model with unobserved heterogeneity. The proposed model is capable of … parameters, a new estimation procedure is proposed. When both the time and cross-sectional dimensions of the panel go to infinity …

I consider a simultaneous spatial panel data model, jointly modeling three effects: simultaneous effects, spatial … to analyze the relationship between trade and GDP using a panel data over time and across countries …