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 …

We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

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 method for estimating a censored panel data model with a lagged latent dependent variable and …

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

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 …