This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random …-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …

the PCA scores are used as instruments for the panel generalized method-of-moments (GMM) estimation. This strategy is …

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are … from the levels equation has moderate bias. Alternatively, when both equations have common covariates the appropriate …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

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. …

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

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

This paper introduces a new estimator for the fixed effects dynamic panel data model withexogenous variables. This … small samples. The nearly unbiased estimatoris derived as a bias correction of the within estimator (least squares dummy …