paper tests for both panel unit roots and cointegration before employing the panel vector error-correction model (VECM … countries for the period 1981–2013. Taking advantage of the recently developed dynamic panel data estimation techniques, the …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … strength of autocorrelation and the size of the IV set. GMM procedures using IVs in differences on equations in levels, in … country panel data supplements the simulation results. …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …

Using data on developing economies, we estimate a flexible semiparametric panel data model that incorporates …

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …

heterogeneous panel data model with 97 countries over the period 1980-2012 taking unobserved common factors into consideration. Our …

the important structure of the age-productivity relation of Human Capital. The study is fundamentally based on the theory … of Fingleton's model which analyses the spatial process of productivity growth on the on the foundations of the theory of … spatial panel model with fixed effects. The model presented provides evidence of the importance of increasing returns to scale …