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 …

offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …

Unconditional quantile treatment effects are difficult to estimate in the presence of fixed effects. Panel data are … effects or differencing of data, however, redefines the quantiles. This paper introduces a quantile estimator for panel data …

This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

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 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 …