The GMM estimator that is usually employed in the panel data literature, has an unbounded influence function. This … illustration is provided, in which the determinants of a firm's capital structure are investigated using a panel of American firms …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper develops a nonlinear spatial dynamic panel data model, with one particularly interesting application to a … panel data setting, we cover both $n,T\rightarrow\infty$ and large $n$ with finite $T$, and the strength of the dominant …

Anglophone ones. Design/methodology/approach – Using a panel of 44 countries taken from Africa and Middle East Area, elasticities … are estimated in the first stage by rolling regression. Then, both static and dynamic panel models are investigated …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both …

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

This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which …

panel data model, do not separately identify the autoregressive parameter when its true value is close to one and the …