This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity … typically observed in the long-panel literature without kernel smoothing. We also consider a split-panel jackknife method to …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the … the dynamic panel data model GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) and supplementing the … dynamic panel data estimators. The performance of these spatial dynamic panel data estimators is investigated by means of …

Pseudo-panels allow estimation of panel models when only repeated cross-sections are available. This involves grouping … individuals into cohorts and using the cohort means as if they are observations in a genuine panel. Their practical use is … mimic panel estimates. We create two metrics for assessing the grouping process, one for each potential source of bias. If …

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has …, its overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel data …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has … overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel Data estimation …

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …