This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic Panel Data ; Generalised Method of Moments ; Instrument …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic panel data ; generalised method of moments ; instrument …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecification of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

estimate a linear panel AR(1) version of an Engel curve for six consumption composites using iterated GMM. We find that the …

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

restrictions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based …