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 …

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 GMM estimator that is usually employed in the panel data literature, has an unbounded influence function. This … illustration is provided, in which the determinants of a firm's capital structure are investigated using a panel of American firms …

We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under …

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

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

panel data (SDPD) model that includes a contemporaneous spatial lag, a time lag and a spatial-time lag. The maximum …