for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

restrictions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based …

spatially correlated errors in static panel data models, is extended by introducing fixed effects, a spatial lag, and a one …-period lag of the dependent variable as additional explanatory variables. Combining this approach with the dynamic panel-data GMM …, spatial lags, and sets of exogenous variables yields new spatial dynamic panel data estimators. The proposed spatially …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

method of moments (CU-GMM) estimators of dynamic panel models when the data is close to non-stationary. This case is far from …

In this paper, we study a class of high dimensional moment restriction panel data models with interactive effects … size. This is a very general framework and includes many existing linear and nonlinear panel data models as special cases …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

This paper analyzes the second order bias of instrumental variables estimators for a dynamic panel model with fixed …

The GMM estimator that is usually employed in the panel data literature, has an unbounded influence function. This … illustration is provided, in which the determinants of a firm's capital structure are investigated using a panel of American firms …