This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

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

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

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 …

the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …

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

estimation of unconditional quantile partial effects in a model with correlated random effects. The results show that the impact …

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

) and gross investment (INV) in physical capital. The evidence accruing from a dynamic panel data estimation indicates an … like Spiegel and Spulber [1997, RAND Journal of Economics] highlight that effect. The present paper considers a panel data …