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

causality in dynamic panel data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic panel data model do not provide evidence …

estimate the impacts of ALMP in Germany for the time period 1999-2001 with regional data of 175 labour office districts. Due to …

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. …

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 …

between observed and unobserved characteristics is homogeneous across time, information from longitudinal data is used to … clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …

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 …

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 …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …