The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the "Great Moderation". It also proposes a new testing approach for panel …

-econometric and panel data models. …

We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …

The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or …

using dynamic factors from a large panel of selected macroeconomic and financial data as well as common unobserved risk …

finite mixture panel model and endogenous clustering to examine cross-country differences and similarities in the effects of … growth determinants. Applying this approach to an annual unbalanced panel of 59 countries in Asia, Latin and Middle America …