pandemic's impact on the economic activity of six Euro area economies. A class of dynamic panel data models and their … cross-sectional dependence in the error processes. Estimation and inference for this class of panel models are based on both …

For a panel data linear regression model with both individual and time effects, empirical studies select the two … correlated with these individual and time effects. This paper proposes a pretest estimator for this two-way error component panel …

and fatality numbers and therefore directly limit the number of COVID-19 cases and deaths. The panel analysis on federal …

(CRI) from Germanwatch) on stock market returns. Specifically, a panel model with fixed effects is estimated using annual …

research, causality, which goes beyond correlation, was emphasized, and the new panel noncausality test is employed. The …