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

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 …

problems even the generalized least squares estimator for the dynamic panel data models allowing cross sectional …

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 …

". However, if these are not valid, misspecified model result. This paper considers consistent estimation of the dynamic panel …

This paper considers inference procedures for two types of dynamic linear panel data models with fixed effects (FE … presents likelihood based unit root tests. Finally, the properties of CML, GMM, and Modified ML estimators for dynamic panel …

The system GMM estimator developed by Blundell and Bond (1998) for dynamic panel data models has been widely used in …

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 in a Monte Carlo study to extend to the panel data system GMM estimator …

This paper gives an account of the recent literature on estimating models for panel count data. Specifically, the …