In this paper we examine the panel data estimation of dynamic models for count data that include correlated fixed effects and predetermined variables.

This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estimator...

less skilled workers has deteriorated, either through their ability to secure jobs and/or their ability to earn a decent wage. Some have linked this decline to modern computing technologies. This paper surveys the evidence on the effects of technical change on skills, wages and employment by...

less skilled workers has deteriorated, either through their ability to secure jobs and/or their ability to earn a decent wage. Some have linked this decline to modern computing technologies. This paper surveys the evidence on the effects of technical change on skills, wages and employment by...

This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the "system" GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estimator...

In this paper we examine the panel data estimation of dynamic models for count data that include correlated fixed effects and predetermined variables.

For small group sizes, the Generalised Least Squares (CLS) estimator in multilevel models is biased and inconsistent when the random cluster effects are correlated with the regressors. A fixed effects approach, conditioning on the cluster effects, provides consistent estimates for the slope...

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of parameter restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based in the continuously-updated GMM criterion (Hansen,...

We report an empirical analysis of the responses of the supply and demand for secondary care to waiting list size and waiting times. Whereas previous empirical analyses have used data aggregated to area level, our analysis is novel in that it focuses on the supply responses of a single hospital...

This paper presents a life cycle model for the demand for health, and derives empirical specifications that distinguish between permanent and transitory wage responses. Using panel data, we estimate dynamic health and health input demand equations. We find evidence of negative transitory wage...