In this paper we analyze the determinants of export sophistication based on a large panel dataset (2001-2014; 101 … apply the panel data over a different period and different set of countries, the findings of Hausmann et al. (2007) remain … robust. We provide new evidence of export sophistication path-dependency and confirm that GDP per capita and the size of the …

This study uses Monte Carlo experiments to produce new evidence on the performance of a wide range of panel data … previous study on the subject (Reed and Ye, Which panel data estimator should I use? Applied Economics, 2011), and modifies … estimator for efficiency, it uses the size of the panel dataset (N and T) to guide the researcher to the best estimator. When it …

This study uses Monte Carlo experiments to produce new evidence on the performance of a wide range of panel data … previous study on the subject (Reed and Ye, Which panel data estimator should I use? 2011), and modifies their recommendations … efficiency, it uses the size of the panel dataset (N and T) to guide the researcher to the best estimator. When it comes to …

We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The …, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests … by Harris and Tzavalis have inferior or reasonable power compared to our test. -- Dynamic nonlinear panel ; Smooth …

accommodates the possibility of a break affecting only some - and not all - individuals of the panel. Under mild assumptions the … test statistic is shown to be asymptotically normal, thanks to the cross sectional dimension of panel data. This greatly …