under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … these findings by estimating gravity type models for German regional export activity within the EU. The results show that …

which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …

, we develop three dimensional (3D) panel data models with hierarchical error components that allow for strong cross … theory, including new nonparametric variance estimators. The validity of the proposed approach is confirmed by Monte Carlo … simulation studies. We also demonstrate the empirical usefulness of the proposed approach through an application to a 3D panel …

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with … estimators in dynamic panel data models. The finite sample performance of the proposed estimator is investigated using simulated …