should be discouraged. Data source is Eurostat and the panel data ere elaborated through the Eviews software package …

stocks (up to 277) listed on the Italian Stock Exchange were studied through fixed-effects panel models, within intra day …

This paper proposes a similar unit root testing procedure for heterogeneous dynamic panel data, based on the score … principle, assuming that the time dimension of the panel is fixed …

This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated … the tests without estimating nuisance parameters. The tests include panel unit root and cointegration tests as special … shown that subsampling provides asymptotic distributions that are equivalent to the asymptotic distributions of the panel …

, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin’s Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …

, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin's Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …

these panel data is made feasible by means of the Eviews software package …

volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the …