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

This paper develops a nonlinear spatial dynamic panel data model, with one particularly interesting application to a … panel data setting, we cover both $n,T\rightarrow\infty$ and large $n$ with finite $T$, and the strength of the dominant …

In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … approach for general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …

In this paper, we consider a semiparametric single index panel data model with cross-sectional dependence, high …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … enhanced consumption and asset data in recent waves of the Panel Study of Income Dynamics, we find that the earnings process …

This paper re-examines the panel unit root tests proposed by Chang (2002). She establishes asymptotic independence of … variable (NIV) panel unit root test is valid under general error cross correlations for any N (the cross section dimension) as … T (the time dimension of the panel) tends to infinity. We show that her claim is valid only if NlnT/square root of T to …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …