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

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

The purpose of this paper is two-fold. First, it compares the performance of various panel data models in estimating … technical efficiency in production. Second, it applies various stochastic frontier panel data models to estimate the technical …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …