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 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 …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days).We use a semiparametric panel data …

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

This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …

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 …