not invariant with respect to the investigated sample period. -- Purchasing power parity ; Panel cointegration ; Wild …

We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …

In this paper a parametric framework for stimation and inference in cointegrated panel data models is considered that …

nonzero mean of the t-statistic in the case of an OLS detrending method. In this paper the local power of panel unit root …

explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation … these techniques to a rich panel of monthly observations of unemployment vacancies and unemployment-to-job exits in all 76 …

Estimation …

exchange rate. The separate estimation of long-run money demands leads to a "structural" error correction equation which allows …

Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields nonlinear residual behavior. This finding is not …