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

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

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

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

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

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

institutional variables? In this paper, we generalize F&R's geography-based empirical strategy to a panel setting. We observe that … in panel setups where it is possible to fully control for geographical and historical determinants of countries …