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 …

estimating linear dynamic panel data models and derive the large sample properties of the estimator. We assume that the only …

cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests … an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model …

This paper puts forward a new instrumental variables (IV) approach for linear panel datamodels with interactive effects …√NT-consistent 2SIV estimatoris free from asymptotic bias that could arise due to the correlation between the regressors and the … bias; (iii) the proposed 2SIV estimator is asymptotically as efficient as the bias-corrected version of estimators that …

This paper develops two instrumental variable (IV) estimators for dynamic panel data models with exogenous covariates … inexpensive. Moreover, they require no bias correction, and they are not subject to the small sample bias of least squares type …

This paper puts forward a new instrumental variables (IV) approach for linear panel data-models with interactive …(NT)-consistent 2SIV estimator is free from asymptotic bias that could arise due to the correlation between the regressors and the … bias; (iii) the proposed 2SIV estimator is asymptotically as efficient as the bias-corrected version of estimators that …

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