In this paper, we study the spatial dynamic panel data models with high-order time-varying endogenous weights matrices …

The finite sample behaviour is analysed of particular least squares (LS) and method of moments (MM) estimators in panel …

". However, if these are not valid, misspecified model result. This paper considers consistent estimation of the dynamic panel …

problems even the generalized least squares estimator for the dynamic panel data models allowing cross sectional …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

In this paper, we consider dynamic panel data models where the autoregressive parameter changes over time. We propose …

In this paper, we consider dynamic panel data models with heterogeneous time trends. We propose the GMM and ML …

dynamic panel data models. Bun and Windmeijer (2010) demonstrate that the system GMM estimator combining models in first …

This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which …

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