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

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

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

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in 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 simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

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

-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general “toolbox†for a wide range of specifications which includes the dynamic space- time panel model with random … effects, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with …

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. …