dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …

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

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

linear panel data model, which often forms the basis of testable economic hypotheses. The estimators of such a model are …

This paper puts forward a new instrumental variables (IV) approach for linear panel data-models with interactive …

This paper proposes a stochastic frontier panel data model in which unit-specific inefficiencies are spatially … inefficiency is disentangled from time invariant unobserved heterogeneity in a panel data model à la Greene (2005); iii) systematic …

This paper puts forward a new instrumental variables (IV) approach for linear panel datamodels with interactive effects …

panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with … estimators in dynamic panel data models. The finite sample performance of the proposed estimator is investigated using simulated …

Most of the existing literature on panel data cointegration assumes cross-sectional independence, an assumption that is … difficult to satisfy. This paper studies panel cointegration under cross-sectional dependence, which is characterized by a … factor structure. We derive the limiting distribution of a fully modified estimator for the panel cointegrating coefficients …