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 …

-GMM estimation and panel granger causality test. We found that gross domestic investment and regulatory quality are the main …

models that includes our household model. We cover fixed-T panel models where the response variable is an unknown monotonic …

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

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

This paper uses an Italian firm-level panel data-set over the period 1994 - 2006 to investigate the nexus between …

I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …

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