The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has …, its overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel data …

present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has … overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel Data estimation …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …. -- exponent of cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … for values of α in the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains … cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …