This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

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

With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the … included in the model. In this paper, we propose several new estimators for dynamic panel data models when data are irregularly …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

This paper develops a method for testing for the presence of a single structural break in panel data models with …

The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have … dynamic panel data model to be stationary. We show that our subset-continuous-updating transformation does not alter the …

This paper proposes an exponential class of dynamic binary choice panel data models for the analysis of short T (time … dimension) large N (cross section dimension) panel data sets that allows for unobserved heterogeneity (fixed effects) to be …

linear panel data model, which often forms the basis of testable economic hypotheses. The estimators of such a model are …