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

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

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 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 …

In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …