, an ARDL dynamic panel model is estimated using the PMG method to analyse monthly data covering the most recent period …

This paper analyses the short- and long-run effects of trade openness on financial development in a panel including …

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 …

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

using county-level panel data in the United States. Using data on foot traffic and K-12 school opening plans, we analyze how … related to the 2-weeks forward growth rate of confirmed COVID-19 cases. Our debiased panel data regression analysis with a set …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …