This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

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 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 …

panel data model, do not separately identify the autoregressive parameter when its true value is close to one and the …

This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which …