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

are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …

Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to …

coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …

panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

This paper proposes a new panel data structural gravity approach for estimating the trade and welfare effects of Brexit … analysis and allows to obtain estimates and confidence intervals which are consistent with structural trade theory. Assuming …

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 …

if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …

We extract estimation results on the Mincer earnings function from four earlier studies and add new results from a …