This chapter reviews the recent developments in the estimation of panel data models in which some variables are only partially observed. Specifically we consider the issues of censoring, sample selection, attrition, missing data, and measurement error in panel data models. Although most of these...

This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial auto-correlation due to neighboring states and the...