In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …

In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification …

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … enhanced consumption and asset data in recent waves of the Panel Study of Income Dynamics, we find that the earnings process …