GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …

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 …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Pseudo-panels allow estimation of panel models when only repeated cross-sections are available. This involves grouping … individuals into cohorts and using the cohort means as if they are observations in a genuine panel. Their practical use is … mimic panel estimates. We create two metrics for assessing the grouping process, one for each potential source of bias. If …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …