This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

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 …

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …

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 simulation estimation algorithm that is particularly useful for estimating dynamic panel data …