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

with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …

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

To study the effect of the euro on international goods trade one typically estimates a panel model for the level of … explain the upward trend. To correct for that, we extend the panel model (a gravity model) by including a time trend that may …

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 …

-effect directly from data that include EMU observations. Using a dynamic panel model for annual bilateral exports, we find that the …

requires only panel data on consumption and income. Using the Panel Study of Income Dynamics, we find-in contrast to the …

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. …

Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects … Section 4 we demonstrate that in this extended setup Probit - estimation on panel data sets does not pose a specific problem …