In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … migration ; panel data ; forecasting …

This paper proposes asymptotically unbiased estimators of autocovariances and autocorrelations for panel data with both …

of the estimated coefficients for dynamic panel data models estimated with the longer, narrower panels typical of macro … of the panel is as large as 30. For panels with small time dimensions, we find a corrected least squares dummy variable … estimator to be the best choice. However, as the time dimension of the panel increases, the computationally simpler Anderson …

We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the … determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood … Importance Sampling (EIS). It allows the ML estimation of panel probit models with various dynamic specifications for the error …

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown in a Monte Carlo study to extend to the panel data system GMM estimator …

A model for binary panel data is introduced which allows for state dependence and unobserved heterogeneity beyond the …

Computational aspects concerning a model for clustered binary panel data are analysed. The model is based on the … representation of the behavior of a subject (individual panel member) in a given cluster by means of a latent process that is …