This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random …-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …

We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … the bias in the first-order conditions as a function of the autoregressive parameter and solving the resulting equation … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …

We consider instrumental variables estimation of a possibly infinite order dynamic panel autoregressive (AR) process …

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

focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias … approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we …

This paper explores estimation of a class of non-linear dynamic panel data models with additive unobserved individual …-specific effects. The models are specified by moment restrictions. The class includes the panel data AR(p) model and panel smooth … transition models. We derive an efficient set of moment restrictions for estimation and apply the results to estimation of panel …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …