When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …

other. -- age-cohort-time problem ; identification ; polynomial regression ; interaction ; age-cohort curvature ; panel data …

regression method for a dynamic panel model with fixed effects. The results show that the determinants of per capita health care …

This paper proposes a panel threshold specification of the Feldstein Horioka puzzle. Based on a panel of 24 OECD …-retention coefficient. Given this objective, we estimate various specification of a Panel Smooth Threshold Regression (PSTR) model recently …

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 …

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

This paper considers estimation and inference in fixed effects (FE) panel regression models with lagged dependent … generalization of the Nickell type bias derived in the literature for the pure dynamic panel data models. It shows that in the … sufficiently small. To deal with the bias and size distortion of FE estimator when NN is large relative to TT, the use of half-panel …