This paper develops a consistent series-based specification test for semiparametric panel data models with fixed …

A new panel data model is proposed to represent the behavior of economies in transition allowing for a wide range of … formulated as a nonlinear time varying factor model. When applied to a micro panel, the decomposition provides flexibility in … idiosyncratic behavior over time and across section, while retaining some commonality across the panel by means of an unknown common …

This paper considers the problem of testing cross-sectional correlation in large panel data models with serially …

A new panel data test for Granger causality is presented that can be applied to panels with more time series …

This paper proposes a test for sphericity in a fixed effects panel data model. It uses the Random Matrix Theory based … approach of Ledoit and Wolf (2002) to test for sphericity of the error terms in a fixed effects panel model with a large number …-Sectional Dependence in Fixed Effects Panel Data Models." …

This paper deals with cross section dependence, homogeneity restrictions and small sample bias issues in dynamic panel … regressions. To address the bias problem we develop a panel approach to median unbiased estimation that takes account of cross … with panel data. Some simulations investigating the finite sample performance of the estimation and test procedures are …

small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross …

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic … components are considered. -- cross-sectional dependence ; estimator ; panel cointegration ; simulation study ; test …