result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a … the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …

This paper considers a first-order autoregressive panel data model with individual-specific effects and a heterogeneous …

sufficient condition for constructing the best response. Our methods do not require specific functional forms. Our theory has …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …

trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows …

The paper analyses the empirical relationship between immigrants and crime using panel data for 391 German … administrative districts between 2003 and 2016. Employing different standard panel estimation methods, we show that there is no …, omitted variables and spatial correlation. Furthermore, taking advantage of the panel-structure of the data set we employ an …