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

presence of incidental trends in panel unit root test setting is ubiquitous. …

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 …

This paper provides a new methodology for the analysis of multiple long run relations in panel data models where the … cross section dimension, n, is large relative to the time series dimension, T. For panel data models with large n … approach is illustrated with an application to key financial variables using an unbalanced panel of US firms from merged CRSP …

if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

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