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

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

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

-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T … FEF has smaller bias and RMSE, unless an intercept is included in the second stage of the FEVD procedure which renders the …

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

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

. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional … fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct …

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

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

presence of dominant units. A new Bias-Corrected Method of Moments estimator is also proposed that avoids the problem of weak …