We study the panel DOLS estimator of a homogeneous cointegration vector for a balanced panel of N individuals observed … approximation to the exact finite sample distribution. We use panel dynamic OLS to estimate coefficients of the long-run money … demand function from a panel of 19 countries with annual observations that span from 1957 to 1996. The estimated income …

This paper investigates the impact of stock markets and banks on economic growth using a panel data set for the period …

Short panel data sets constructed by matching individuals across monthly files of the Current Population Survey (CPS …

We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous … depend on the explanatory variables once one conditions on z. In some panel data cases we may find z by making the assumption … in the panel is exchangeable in the values of those explanatory variables. This situation may be realistic, in particular …

panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of …

evidence about the strength of any such relationship is thin. This paper relies upon the matched panel data of the UTD Texas … School Project to investigate how shifts in salary schedules affect the composition of teachers within a district. The panel …

inferred using only cross-sectional data. Panel or longitudinal data where the same units are observed repeatedly at different … units who respond in initial waves of the panel may drop out in subsequent waves, so that the subsample with complete data … for all waves of the panel can be less representative of the population than the original sample. Sometimes, in the hope …

unavailable panel data set with a very large sample of high-income individuals, this paper aims to bring the theory and evidence …

panel of state-level divorce rates which includes virtually every divorce in the U.S. over the entire period of the law …