This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper … nonparametrically allowing for correlation between heterogeneous parameters and initial conditions as well as individual …

panel data models with country-specific fixed effects in order to simultaneously address model uncertainty and endogeneity … issues. The empirical findings suggest that in a panel setting the most robust growth determinants are the price of …

-time dynamic panel relationship between growth rates and initial levels of income as well as endowments of physical, knowledge and … step uses the club assignments in a dynamic space-time panel data model to assess long-run dynamic direct and spillover …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days).We use a semiparametric panel data …

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days). We use a semiparametric panel data …

We propose a random effects panel data model with both spatially correlated error components and spatially lagged … spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the … context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial … auto-correlation due to neighboring states and the individual heterogeneity across states is taken explicitly into account …

, and supply equations in a Bayesian structural panel vector autoregressive model. We formulate prior beliefs on magnitudes …

extend the change point model to a multiple-change-point panel model. The hierarchical prior then shares in the cross …-sectional information of the break processes to estimate the transition probabilities. We apply our multiple-change-point panel model to a …

outcomes directly. In this paper we propose two alternative Bayesian treatment modeling and inferential frameworks for panel … to the labor market. The frameworks differ in their modeling of the endogeneity of the treatment and the panel structure …