A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general … spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We … apply the model to the case of highway induced travel demand. The theory of induced travel demand asserts that increased …

This paper proposes new GMM estimators for the panel AR(1) model when the ratio of the variance of the individual …

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its …

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

forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients … accurate estimates and score predictive gains over standard panel data estimators. With a data-driven group structure, the BGRE … standard panel data estimators …

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

the impact of inequality. This study employs panel estimators that tackle heterogeneity and cross-sectional dependence to … model as well as a model that allows for stochastic trends and cross-sectional dependence. Annual panel data for the period … effect on import demand. The estimation also yields some other expected results, viz. that the income and price elasticity of …