Computational aspects concerning a model for clustered binary panel data are analysed. The model is based on the … representation of the behavior of a subject (individual panel member) in a given cluster by means of a latent process that is …

panel data when the cross section observations are independent. Consistency applies when there are no deterministic trends … or when there is a homogeneous deterministic trend in the panel model. When there are heterogeneous deterministic trends … the panel MLE of the local to unity parameter is inconsistent. This outcome provides a new instance of inconsistent ML …

In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …