Dynamic panel data econometrics addresses the estimation and inference challenges posed by datasets that track the same units over time while incorporating lagged dependent variables. Such models ...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...

In this paper, we conduct a dynamic panel analysis of the determinants of the household saving rate in China using a life cycle model and panel data on Chinese provinces for the 1995-2004 period from ...