experiments considered in this paper. Despite its simplicity, the theory behind the proposed approach is quite complicated. We …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic … panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between … quality of most asymptotic approximations; therefore, the accurate estimation of this nuisance parameter is investigated. A …

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 … break models are allowed for in the panel. Our results suggest, overwhelmingly, that if we account for a structural break …

applied to test Granger causality between export and growth in a panel data of twenty OECD countries over the quarterly …

Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed … effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters … additively and interacts with treatment variables. We present identification and estimation methods for parameters of interest in …

The paper reconsiders existing estimators for the panel data fixed effects ordered logit model, including one that has …