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

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

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

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

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

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … of the null hypothesis, the authors can consistently estimate pseudo-panel parameters. They use cross sections and pseudo-panel …

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

Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to …