A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis … estimation method. In addition, the proposed model and estimation method is applied to the analysis of two sets of real data …

In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification …

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. … type, estimation methodology, general configuration, specification testing and inference from the perspective of an applied …

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …

Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this … review we describe some results and techniques for nonparametric identification and flexible estimation in the presence of …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to …, Blundell and Bonhomme (2017). Our focus is on the estimation of consumption responses to persistent nonlinear income shocks in … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …

This paper provides an example of several modeling and econometric advances used in the panel estimation of energy … commercial electricity consumption by analyzing US state-based panel data. The paper employs recently developed dynamic panel …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable …

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of … factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true … in the estimation, as long as this number is not underestimated. The important practical implication of this result is …