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 …

High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due … to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …

model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …

constrained estimation produces a quantitative model with both reasonable asset-pricing as well as business-cycle implications. …