coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …

Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel …

first wave of the 1996-2001 panel. The main findings of the paper are that attrition is not random. Attritors and non … on average higher than wages that would be observed if all the individuals initially selected in the panel remained in … the sample. -- panel data ; attrition ; selection ; SLID ; Canada …