This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic … chapter is motivated by the principle that, whenever possible, estimation methods should rely on routines available in … offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects …

This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … 20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … migration ; panel data ; forecasting …

This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … 20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … period 1967-2001. Our results suggest that the choice of an estimation procedure has a substantial impact on the parameter …

heterogeneity and spatial correlation across units. We discuss instrumental variable estimation under both the fixed and the random … autocorrelation in the disturbances. We derive the large sample properties of our estimation procedures and show that the test … small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … develops a quasi maximum likelihood (QML) estimation procedure. Under certain regularity conditions, it is shown that the QML … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … develops a quasi maximum likelihood (QML) estimation procedure. Under certain regularity conditions, it is shown that the QML … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the …

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …