an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

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 …

In this paper we extend the concept of serial correlation common features to panel data models. This analysis is … panel data with autocorrelation present and by an increase in efficiency coming from pooling procedures. We propose …

We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and …

specification of competition based on relative profits. Using a large Dutch firm-level panel database over the period 1989-2005, we …

We examine the economic and social determinants of suicide mortality in a panel of 25 OECD countries over the period … 1970 - 2011 and explicitly analyze the effects of unemployment and labor market institutions on suicide rates. In line with … a large body of literature our results suggest that unemployment increases suicide mortality, while real economic growth …

-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …

unbalanced panel of enterprise data from five waves of the Community Innovation Survey during 1994-2004. We estimate by maximum … likelihood a dynamic panel data bivariate tobit with double-index sample selection accounting for individual effects. We find … effects are also important. -- innovation ; panel bivariate tobit model ; innovation expenditures …