applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research …. Controlling for measurement error, endogeneity, individual heterogeneity, and state dependence yields both a reasonable average …

This paper presents a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of … proposed. The expression for a modified likelihood function is obtained for estimation and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1/T². The …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM …

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … ignoring heterogeneity due to the individual effects, using Monte Carlo experiments. In addition, we check the performance of … rather than homogeneous panel data models. …

We examine differences in the value of statistical life (VSL) across potential wage levels in panel data using quantile … regressions with intercept heterogeneity. Latent heterogeneity is econometrically important and affects the estimated VSL. Our …

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

estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an … clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …. This reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …