there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE …

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 …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

over 6 waves in the international PISA student achievement test 2000-2015. Our empirical model exploits the country panel …

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …