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

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

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. …

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

This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

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 …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …