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

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

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as … these have become increasingly important in applied work.Second, we build on a bias-reduction approach originally developed …

estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its …

endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for 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 …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …