dynamic panel data (SDPD) model (Qu, Lee, and Yu, 2017). I firstly introduce the bias-corrected score function since the score …

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

stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these assumptions and …

This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of … account for the endogeneity of several covariates, spatial dynamic panel models should be estimated using extended GMM. On a …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of … suggest that, in order to account for the endogeneity of several covariates, spatial dynamic panel models should be estimated …

We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large …

In this study, improved IV/GMM estimators for panel vector autoregressive models (VAR) are proposed by extending … Hayakawa (2009b) ("A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models When Both N and T Are Large …) ("Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T Are Large,'' Econometrica, 70, 1639 …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …