for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown to extend to the panel data GMM estimators. …

dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the …

The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel …

movement of goods, labor and capital. Twenty five years later, CIS countries still face important trade policy choices the … therefore considerable importance. Using an unbalanced panel data set of bilateral export flows among 159 economies we estimate … the gravity model of trade using alternative estimation approaches that account for zeros in trade: Heckman, Poisson …

approaches face important trade-offs. Hence, empirical economists interested in establishing that profits are shared should …

With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback … from the original populationas replacements for units who have dropped out of the panel, aso--called refreshment sample … different results than models that assume that themissing data process is ignorable or conventional econometric modelsfor panel …

industry level and the firm level using an unbalanced panel of 10646 French firms in 38 manufacturing industries over the …

consumption.Next, we estimate this dynamic consumption equation for a panel of 15 OECD countries over the period 1972-2007 taking …