In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …

The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … for values of α in the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains … cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

We show that survey and administrative data-based estimates of a panel data model of earnings, employment, and …

the present study, we use the German Panel Study "Labour Market and Social Security" (PASS) for the years 2006-2014 to … unobserved heterogeneity and the problem of initial conditions reveal that (part- and full-time) employed males are more likely … composition changes or earnings increases of household members. For women, however, we find only stepping stone effects for full-time …

-parametric panel quantile estimator for a model that allows women to vary arbitrarily in preferences and costs of participating in …