-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …

In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

model and moment selection criteria to dynamic panel data models with unobserved individual effects. The paper shows how to …

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

This paper develops a method for testing for the presence of a single structural break in panel data models with …