This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …

-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel …-country variation in a panel of up to 50 countries for 1990 to 2008. Possible methodological problems arising from omitted variables … (confounding factors), heterogeneity, and outliers are carefully discussed and a wide range of recent panel econometric estimators …

outcomes directly. In this paper we propose two alternative Bayesian treatment modeling and inferential frameworks for panel … to the labor market. The frameworks differ in their modeling of the endogeneity of the treatment and the panel structure …

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

pandemic's impact on the economic activity of six Euro area economies. A class of dynamic panel data models and their … cross-sectional dependence in the error processes. Estimation and inference for this class of panel models are based on both …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …