We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous …-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo simulations, where we …

due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo … combinations in the time and cross-section dimension of the data. -- Endogeneity ; instrumental variables ; two-step estimators …

due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate …

We analyze the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

This paper re-examines the panel unit root tests proposed by Chang (2002). She establishes asymptotic independence of … variable (NIV) panel unit root test is valid under general error cross correlations for any N (the cross section dimension) as … T (the time dimension of the panel) tends to infinity. We show that her claim is valid only if NlnT/square root of T to …