We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the …

We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both …

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with … estimators in dynamic panel data models. The finite sample performance of the proposed estimator is investigated using simulated …

large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

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

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …