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 …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

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

This paper provides estimation method to measure technical efficiency of production units and the speed of adjustment … adjustment of inputs. Using a panel dataset on private manufacturing establishments in Egypt, I find that the speed of adjustment …

The GMM estimator that is usually employed in the panel data literature, has an unbounded influence function. This … illustration is provided, in which the determinants of a firm's capital structure are investigated using a panel of American firms …

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

The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have … samples in terms of the estimation accuracy on the autoregressive parameter and the size of the Sargan-Hansen test. …

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

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 … simulation-based posterior sampling algorithm specifically addressing the nonparametric density estimation of unobserved …