In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … of the null hypothesis, the authors can consistently estimate pseudo-panel parameters. They use cross sections and pseudo-panel …

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has … overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel Data estimation …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …