The paper considers two estimators for the linear random effects panel data model with known heteroskedasticity …. Examples where heteroskedasticity can be treated as given include panel regression with averaged data, meta regression and the …

panel cointegrated regression models. Monte Carlo results illustrate the sampling behavior of the proposed estimators and …

(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …

panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error …

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

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … variable is large (? = 0.8). -- Panel data ; LSDV ; dynamic model ; fixed effects …

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

panel data models where the observables are affected by common shocks, modelled through unobservable factors, are studied … the panel TSLS and LIML estimators, as the cross section dimension tends to infinity, is the lack of correlation between … shocks. If this condition fails, both estimators have degenerate distributions. When the panel TSLS and LIML estimators are …

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