This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

This paper proposes new GMM estimators for the panel AR(1) model when the ratio of the variance of the individual …

) and the linear difference approach to deal with the incidental parameters issue in estimating fixed effects dynamic panel …

-classical growth model and panel estimation; including the “between” estimator. The main difference of the divergence panels from the r …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

for estimating large panel data models with unobserved common factors or interactive effects, as developed by Norkute et … popular ivregress Stata command. Notably, xtivdfreg also permits estimation of the two-way error components panel data model …