In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …

Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this …

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 … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …

This paper introduces a new estimator for the fixed effects dynamic panel data model withexogenous variables. This …

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …