This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …

conflict and disaster. We exploit a large panel dataset that includes official development aid, and information about the …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models … recently been proposed. We consider both the AR(1) panel model, and a design with predetermined regressors. The corrected two …

This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of …

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown in a Monte Carlo study to extend to the panel data system GMM estimator. …

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …