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 …

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 …

This paper develops a nonlinear spatial dynamic panel data model, with one particularly interesting application to a … panel data setting, we cover both $n,T\rightarrow\infty$ and large $n$ with finite $T$, and the strength of the dominant …

. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional … fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results …

In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … selection bias. Specifically, they propose a Wald test for the null hypothesis that there is no selection bias. Under rejection …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …