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 …

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 …

Poisson (FEP) estimator for panel data models with multiplicative heterogeneity in the conditional mean. In particular, we …

This paper compares the performance of three recently proposed estimators for dynamic panel data models (LSDV bias …

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

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

This paper explores estimation of a class of non-linear dynamic panel data models with additive unobserved individual …-specific effects. The models are specified by moment restrictions. The class includes the panel data AR(p) model and panel smooth … transition models. We derive an efficient set of moment restrictions for estimation and apply the results to estimation of panel …

In this paper, we study the spatial dynamic panel data models with high-order time-varying endogenous weights matrices …

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 …