output gaps, and can be applied when N is large relative to T (the time dimension of the panel). The proposed test is applied …

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

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 …

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. …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …, and as predicted by the theory, quite robust to the presence of unit roots and structural breaks. The use of the CD test …

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 …

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