specification of a spatial dynamic panel data probit (SDPDprobit) model, which allows to deal with cross-sectional dependence, time … dependence and individual (spatial) or time fixed effects in a nonlinear setting. The first ML-based estimator is a panel version …

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 …

This paper considers estimation of a panel data model with disturbances that are autocorrelated across cross … estimate spatial dependence parameters. For the case where the time dimension is small (the usual panel data case), we develop … Kelejian and Prucha. We apply this approach in a stochastic frontier framework to a panel of Indonesian rice farms where …