We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …

cross-section (space) variation in the panel. The study shows that conventional panel estimation methods (pooled OLS, fixed … literature to show that the distortion is generally very large. This suggests the use of the CRE model for the panel estimation …Equilibrium real exchange rate and corresponding misalignment estimates differ tremendously depending on the panel …

This survey aims at providing the reader with a thread through the literature on the topic of panel econometrics of …. It documents the present trend away from models that take advantage of panel data almost exclusively in order to control …

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major … to grouping FE in the linear panel model to reduce their dimensionality and ensure identifiability. By using unsupervised … as unclustered atoms. Asymptotic theory and rates of convergence are presented. With the help of simulations and an …

. We use the German Socio-economic Panel and account for the endogeneity of education and non-random selection. The results …