terms, with specific applicability to the analyses of panel data sets. We show that the coefficient on an included non …

This paper proposes a panel unit root test for micropanels with short time dimension (T) and large cross section (N …). There are several distinctive features of this test. First, the test is based on a panel AR(1) model, which allows for cross …-sectional dependency, which is introduced by the initial condition's assumption of a factor structure. Second, the test employs the panel …

stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these assumptions and …

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …