the PCA scores are used as instruments for the panel generalized method-of-moments (GMM) estimation. This strategy is …

(PCA) on the instrument matrix and exploit the PCA scores as the instrument set for the panel generalized method … Bond [1998]; the second exploits a new and large panel data-set in order to assess the role of tangible and intangible …

(PCA) on the instrument matrix and exploit the PCA scores as the instrument set for the panel generalized method … Bond [1998]; the second exploits a new and large panel data-set in order to assess the role of tangible and intangible …

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models … recently been proposed. We consider both the AR(1) panel model, and a design with predetermined regressors. The corrected two …

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models … have recently been proposed. We consider both the AR(1) panel model, and a design with predetermined regressors. The …

We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. We introduce a new … spatial panel data model with fixed effects and T = 2, the saddlepoint approximation yields accuracy improvements over the …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel …

I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …