nonattriters and variable addition testing based on formal models of attrition. Results from the Panel Study of Income Dynamics are …

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic …: dynamic simultaneous equations models incorporating error-components structures, and autoregressive quantile models. The … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …

. The formal extension of the method to nonlinear models, however, is of more recent vintage. A generic solution for … nonlinear models is proposed in Terza (1998). We have developed simulation based approach in Greene (2006). This paper builds on …

Several lessons learned from a Bayesian analysis of basic economic time series models by means of the Gibbs sampling … algorithm are presented. Models include the Cochrane-Orcutt model for serial correlation, the Koyck distributed lag model, the … Unit Root model, the Instrumental Variables model and as Hierarchical Linear Mixed Models, the State-Space model and the …

incoherent statistical models or intractable estimators. I propose a random effects estimator that models the dependence among …

coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed …