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 …

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 …

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 …

and labour market instability is not well understood. Using twelve years of data from the German Socio-Economic Panel we … of individual characteristics. Applying dynamic panel estimation we identify the mechanism through which poor health … persistence in the dynamics of poor health and non-employment. -- Health ; non-employment ; risk ; ageing ; dynamic panel data …

This paper reconsiders the long-run economic relationship between health care expenditure and income using a panel of … cointegration properties between health care spending and income. This is done in a panel data context controlling for both cross … dependence. Heterogeneity is handled through fixed effects in a panel homogeneous model and through a panel heterogeneous model …

first wave of the 1996-2001 panel. The main findings of the paper are that attrition is not random. Attritors and non … on average higher than wages that would be observed if all the individuals initially selected in the panel remained in … the sample. -- panel data ; attrition ; selection ; SLID ; Canada …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …