Biases in Dynamic Models with Fixed Effects

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Fixed effects estimation of structural parameters and marginal effects in panel probit models
Bootstrap-based bias correction for dynamic panels
Foreign direct investment in R\&D and exchange rate uncertainty
On the testing of heterogeneity effects in dynamic unbalanced panel data models
Estimating dynamic models from time series of independent cross-sections
Inference for unit roots in dynamic panels where the time dimension is fixed
Panel data analysis with heterogeneous dynamics
Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Is there a permanent component in US real GDP
The determinants of CDS spreads: evidence from the model space
Testing for unit roots in short panels allowing for a structural break
Does central bank financial strength really matter for inflation? The key role of the fiscal support
Brain drain and income distribution
Median-based estimation of dynamic panel models with fixed effects
Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
Bias-corrected estimation of panel vector autoregressions
Asymmetric peer effects in capital structure dynamics
Immigration and public finances in OECD countries
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Individual effects and dynamics in count data models.
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Estimating long-run relationships from dynamic heterogeneous panels
Testing AR(1) against MA(1) disturbances in an error component model
On the diminishing returns of higher-order terms in asymptotic expansions of bias
Does Jeffrey's prior alleviate the incidental parameter problem?
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
Bias-corrected estimation in dynamic panel data models with heteroscedasticity
Panel AR(1) estimators under misspecification
Estimating dynamic panel data models: A guide for macroeconomists
The democratic transition
Evaluating panel data forecasts under independent realization
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Dynamic spatial panel data models with common shocks
Revisiting the link between financial development and industrialization: evidence from low and middle income countries
Differential tariffs and income inequality in the United States: some evidence from the States
Natural disasters and economic growth: a quantile on quantile approach
Robust likelihood estimation of dynamic panel data models
Inflation anchoring and growth: the role of credit constraints
Debt and private investment: does the EU suffer from a debt overhang?
Half-panel jackknife estimation for dynamic panel models
Level-based estimation of dynamic panel models
Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model
Consumer panic in the COVID-19 pandemic
Editorial: Celebrating 40 years of panel data analysis: past, present and future
Second-order corrected likelihood for nonlinear panel models with fixed effects
On the robustness of the pooled CCE estimator
Inflation and demography through time
Fixed-effects dynamic spatial panel data models and impulse response analysis
Inference with difference-in-differences revisited
What drives price differentials of consumables in Europe? Size? Affluence? Or both?
Variable selection in panel models with breaks
Quantiles via moments
Panel data analysis -- advantages and challenges (with comments and rejoinder)
Conditional convergence and the dynamics of the capital-output ratio
Many IVs estimation of dynamic panel regression models with measurement error
The non-monetary side of the global disinflation
The endogeneity of exchange rate pass-through: some European evidence
Fiscal episodes and market power
Tariff reduction and income inequality: some empirical evidence
Job destruction and the impact of imports on wages in U.S. manufacturing
How do emerging markets respond to macroeconomic shocks? -- Dynamic panel evidence on the effects of disasters
To whom does outward FDI give jobs?
The Sun also rises: productivity convergence between Japan and the USA
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
Estimating dynamic models from repeated cross-sections
The factor analytical approach in near unit root interactive effects panels
Female labor force participation and economic growth: accounting for the gender bonus
Backward mean transformation in unit root panel data models
On stablecoin price processes and arbitrage
Introduction to the special issue: Models of linked employer-employee data: twenty years after ``high wage workers and high wage firms
Estimation of spillover effects with matched data or longitudinal network data
Reprint of: Initial conditions and moment restrictions in dynamic panel data models
Initial conditions and Blundell-Bond estimators
Reflections on ``Testing for unit roots in heterogeneous panels
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Peter C. B. Phillips's contributions to panel data methods
Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Unit root tests for panel data with AR(1) errors and small T
Efficient estimation and inference in linear pseudo-panel data models
Nonparametric estimation of dynamic panel models with fixed effects
Difference in difference meets generalized least squares: higher order properties of hypotheses tests
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Likelihood inference in an autoregression with fixed effects
Dynamic linear panel regression models with interactive fixed effects
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
Dynamic panels with threshold effect and endogeneity
On modeling panels of time series
Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
On the impact of error cross-sectional dependence in short dynamic panel estimation
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Nonstationary panel data analysis: an overview of some recent developments
Long difference instrumental variables estimation for dynamic panel models with fixed effects
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach

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