12-009/4 - Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

• Authors
  Geert Mesters, Netherlands Institute for the Study of Crime and Law Enforcement, and VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam
• Publication date
  February 6, 2012

• Keywords
  Panel data, Non-Gaussian, Importance sampling, Random effects, Student's t, Economic growth
• JEL
  C33, C51, F44