This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

performance while standard non-spatial estimators are shown to be heavily biased. Using a unique large administrative panel …

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 …

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data … compromised by the limited variation provided by the short longitudinal data. -- Panel data ; estimation efficiency ; pseudo-panel …

monthly data on sales revenue, for four years using panel regressions. Participants in early cohorts show positive performance …

Quantile factor models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike approximate …