This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …

When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …

other. -- age-cohort-time problem ; identification ; polynomial regression ; interaction ; age-cohort curvature ; panel data …

We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

In the presence of selection bias the traditional estimators for pseudo panel data models are inconsistent. This paper … finite samples. As a "side effect" the authors utilize the enlarged pseudo panel to provide a GMM consistent estimation of … the pseudo panel parameters under rejection of the null and apply the procedure to estimate the rate of return to …

large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the … determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood … Importance Sampling (EIS). It allows the ML estimation of panel probit models with various dynamic specifications for the error …

This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both … nonparametric fixed-effects models, it is shown that conventional within transformation or first difference render panel ….S. state-level panel data on nitrogen oxide and sulfur dioxide emissions …