or clustering type behaviour. At an econometric level, the model is shown to nest various extant dynamic panel data …This paper proposes a nonlinear panel data model which can endogenously generate both ‘weak’ and ‘strong’ cross … models. These include panel AR models, spatial models, which accommodate weak dependence only, and panel models where cross …

or clustering type behaviour. At an econometric level, the model is shown to nest various extant dynamic panel data …This paper proposes a nonlinear panel data model which can generate endogenously both `weak' and `strong' cross … models. These include panel AR models, spatial models, which accommodate weak dependence only, and panel models where cross …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

Recently some new techniques have been proposed for the estimation of the slope coefficients in presence of unobserved … components. Though, the presence of common observed and unobserved factors is neither considered or the estimation of their …

we show that, if the true process of UIP deviations were of the nonlinear form we consider, estimation of conventional …

This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term …