This paper considers estimation methods and inference for linear dynamic panel data models with unit …-specific heterogeneity and a short time dimension. In particular, we focus on the identification of the coefficients of time …-invariant variables in a dynamic version of the Hausman and Taylor (1981) model. We propose a two-stage estimation procedure to identify …

dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

This paper provides new empirical insights on the elasticity of taxable income for Germany. Using a rich panel of …. Showing and discussing potential estimation problems of the most prominent model in the literature by Gruber and Saez (2002 …

We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of … spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the …

increasingly important sector in the German economy. Cross-sectional data from an innovation survey and panel data from a quarterly …

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major … to grouping FE in the linear panel model to reduce their dimensionality and ensure identifiability. By using unsupervised … as unclustered atoms. Asymptotic theory and rates of convergence are presented. With the help of simulations and an …

High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due … to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …