A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general … spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We … apply the model to the case of highway induced travel demand. The theory of induced travel demand asserts that increased …

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

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its …

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

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 extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecification of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …