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

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 …

We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …

This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …