This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity …

In this paper, we consider a semiparametric single index panel data model with cross-sectional dependence, high …

A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

In this paper, we consider a partially linear panel data model with cross-sectional dependence and non …

panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data … models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review … models. The time series length and cross-sectional size in this article are allowed to be very large, under which the panel …

In this paper, we study a class of high dimensional moment restriction panel data models with interactive effects … size. This is a very general framework and includes many existing linear and nonlinear panel data models as special cases …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

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