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

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of … suggest that, in order to account for the endogeneity of several covariates, spatial dynamic panel models should be estimated …

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 …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …