the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling. …

Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N … there is cross section error dependence, the probability limit of the dynamic panel regression estimator is a random … variable rather than a constant, which helps to explain the substantial variability observed in dynamic panel estimates when …

Fixed effects estimation of nonlinear dynamic panel models is subject to the incidental parameter issue, leading to a … allowing for both serial and cross-sectional dependence is missing. In this paper we investigate the large-N,T theory of the …

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling. … in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected review …