-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 …

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 …

We propose a random effects panel data model with both spatially correlated error components and spatially lagged …

there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE …

small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …. -- exponent of cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …