This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

We examine differences in the value of statistical life (VSL) across potential wage levels in panel data using quantile … ; quantile regression ; panel data ; fixed effects ; PSID ; fatality risk ; CFOI …

proposed. The expression for a modified likelihood function is obtained for estimation and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1/T². The … calibrated to the data used in the empirical analysis, drawn from the 1968-1993 Panel Study of Income Dynamics. The empirical …

panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …

In the present paper it will be pointed out with a panel data econometric model that government debt puts banking … sector at stake since the volume of not performing loans goes up. The estimation of the model is made feasible through the …