Panel Vector Error Correction Model in order to analyze the direction of the causality between energy consumption and … economic growth regimes. Furthermore, we deal with the cross section dependency problem in both nonlinear panel cointegration … test and nonlinear Panel Vector Error Correction Model. …

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with …

This paper develops panel stochastic frontier models with unobserved common correlated effects. The common correlated … unobserved common shocks. Traditional panel stochastic frontier models do not distinguish between common correlated effects and … consistent estimates of parameters and technical efficiency for the panel stochastic frontier model. Our Monte Carlo simulations …

This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a …

consumption using data from the Panel Study of Income Dynamics. Our method accounts for classical measurement errors in …

This paper proposes a partially heterogeneous framework for the analysis of panel data with fixed T , based on the … with moderate N and the resulting parameter estimates are close to the true values. We apply the method in a panel data set …