This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

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

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

This paper proposes new GMM estimators for the panel AR(1) model when the ratio of the variance of the individual …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …