We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … the bias in the first-order conditions as a function of the autoregressive parameter and solving the resulting equation … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …

routines to include the bias correction procedure proposed by Lee and Yu if the spatial panel data model contains spatial and …Elhorst  provides Matlab routines to estimate spatial panel data models at his website. This article extends these … Pace, and a selection framework to determine which spatial panel data model best describes the data. To demonstrate these …