In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …

measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …

derive testable empirical implications for panel data. We then perform tests using longitudinal data from France during the …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …

This paper investigates spatial dynamic panel data models with high order time-varying endogenous weights matrices. We … consider the panel data when $n$ is large, and $T$ can be large, but small relative to $n$. In this case, the maximum …

panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure … in both dimensions. We evaluate the method in a Monte Carlo study for dynamic panel data models with observations from … economic growth figures of countries listed in the Penn World Tables. It is shown that our dynamic panel data model can provide …

station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses … standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity …