The literature on panel models has made considerable progress in the last few decades, integrating non-stationary data … and spatio-temporal dynamics. In a panel setting, this provides a way to represent both spatial and temporal equilibria …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance … small sample performance. -- Higher-order spatial dependence ; generalized moments estimation ; two-stages least squares …

homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …

homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …

homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …

-integrating relationship in levels, for long panels. It is a natural extension to panel data of the respective approach in time series as … standard inference is not valid for at least one of the tests in our proposed panel BTP. Codes that generate sample …

In this paper, we consider the estimation of a dynamic panel data model with non-stationary multi-factor error … structures. We adopted the common correlated effect (CCE) estimation and established the asymptotic properties of the CCE and … variety of data generation processes. Empirical findings suggest that the CCE estimation is widely applicable to models with …

annual macroeconomic panel data for selected 14 Asian economies. The study focuses on the link between the indicators of … financial development and economic growth. The results of panel cointegration analysis suggest that there is two …

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

percentages of GDP). Both panel data and country by country data are used to measure the impact of liberalisation on domestic …. Panel data of 42 countries, regional panel for three regions (fixed effect and random effect models) and country by country …