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 …

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 …

endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the …

suggest that, in order to account for the endogeneity of several covariates, spatial dynamic panel models should be estimated …This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of … dynamic models with one or more endogenous variables. We propose to apply system-GMM, since it can correct for the endogeneity …