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 …

rate regimes facilitate current account adjustments. Using a FGLS estimator with fixed effects and panel corrected standard …, the author performs a dynamic panel estimation using a System GMM estimator fully developed in Blundell and Bond (1998 …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic Panel Data ; Generalised Method of Moments ; Instrument …

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

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic panel data ; generalised method of moments ; instrument …

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

conflict and disaster. We exploit a large panel dataset that includes official development aid, and information about the … youth cohort as exogenous instrument for conflict. -- Disaster ; Conflict ; Aid Allocation ; Longitudinal Panel Methods …

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

measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown to extend to the panel data GMM estimators. …