This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

, ISO 16949), food safety (ISO 22000), environment (ISO 14001), and information security (ISO 27001). Panel data fixed … industry, as well as information security management systems, on the ESI. Further, dynamic panel data approach by way of two …

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …