This paper considers models for panel data in which the individual effects vary over time.
The temporal pattern of variation is arbitrary, but it is the same for all individuals. The model …

We consider a multiple mismeasured regressor errors-in-variables model. We develop
closed-form minimum distance estimators from any number of estimating equations, which …

It is well known that adding moment conditions cannot decrease asymptotic efficiency.
However, sometimes additional moment conditions are redundant, in the sense that they do …

This paper considers the estimation of dynamic models for panel data. It shows how to count
and express the moment conditions implied by a variety of covariance restrictions. These …

Using sample moments up to the fourth in the standard simple regression model with
measurement errors allows testing whether the parameters are identified by having …

The integer-valued AR model is generalized to encompass some of the more likely features
of economic time series of count data. The generalizations come at the price of loosing exact …

This paper introduces a new estimator for the fixed-effects ordered logit model. The
proposed method has two advantages over existing estimators. First, it estimates the …

This paper describes estimation methods, based on the generalized method of moments
(GMM), applicable in settings where time series have different starting or ending dates. We …

This paper is an extension of Ahn et al.(J. Econom. 101 (2001) 219) to allow a parametric
function for time-varying coefficients of the individual effects. It provides a fixed-effect …

We consider questions of efficiency and redundancy in the GMM estimation problem in
which we have two sets of moment conditions, where two sets of parameters enter into one …