The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include … methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific … panel data, which was held at the Academy of Sciences in Berlin in July of 2002, is dedicated to the memory of G. S. Maddala …

developed, emerging and developing countries during 1980-2011. Using dynamic panel GMM techniques, this study characterizes that …

station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses … standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity …