corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the … the dynamic panel data model GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) and supplementing the … dynamic panel data estimators. The performance of these spatial dynamic panel data estimators is investigated by means of …

In this paper we investigate a dynamic linear panel regression model with measurement error. We consider the panel data …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

The rich dependency structure of panel data can be exploited to generate moment conditions that can be used to identify … to identifying moment conditions in a static panel data setting, how suitably chosen linear combinations of lagged and … lead values of the dependent variable can be used as instrumental variables in a dynamic panel data with measurement errors …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …