First difference maximum likelihood (FDML) seems an attractive estimation methodology in dynamic panel data modeling … infinite at the upper bound when the time series sample size T approaching infinity. As the panel width n approaching infinity …

A new panel data model is proposed to represent the behavior of economies in transition allowing for a wide range of … formulated as a nonlinear time varying factor model. When applied to a micro panel, the decomposition provides flexibility in … idiosyncratic behavior over time and across section, while retaining some commonality across the panel by means of an unknown common …

This paper introduces the problem of coresets for regression problems to panel data settings. We first define coresets … for several variants of regression problems with panel data and then present efficient algorithms to construct coresets of … of the number of individuals in the panel data or the time units each individual is observed for. Our approach is based …

communally by all individuals in the sample. To capture such behavioral features, we employ a functional coefficient panel model … in which certain communal covariates may jointly influence panel interactions by means of their impact on the model … coefficients. Two classes of estimation procedures are proposed, one based on station averaged data the other on the full panel …

The asymptotic local powers of various panel unit root tests are investigated. The power envelope is obtained under …}, depending on whether or not incidental trends are extracted from the panel data. In the latter case, when the alternative …