unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we …

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

policy are investigated using panel data analysis. The result suggests that though foreign direct investment (FDI …

Using panel data for 2,329 Belgian firms observed between 1985 and 1999, this paper aims at getting a better …

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …