restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based …

employs a panel data technique is used. This estimator is suited for integrated annual macroeconomic panel data sets to … explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

We use panel probit models with unobserved heterogeneity, state-dependence and serially correlated errors in order to … analyze the determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The …

. The analysis proposed is based on a panel data approach and the Arellano-Bond estimator for dynamic panels. We obtain …, and investment in infrastructures. We employ a generalised least squares AR(1) panel data model. The results provide …

is important to control for endogeneity and dynamics in empirical work. Using a panel of 266 Swedish municipalities over …

-Economic Panel. These errors are traced back to the survey structure: in years where occupational information is gathered from the …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …

calibrated to the data used in the empirical analysis, drawn from the 1968-1993 Panel Study of Income Dynamics. The empirical …

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …