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

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

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 …

panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large number …-ratio one by keeping the significance level under the null, mainly when stronger dependence within the panel is taken into …

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

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 …

empirical illustration to examine the Kuznets' U curve hypothesis with balanced panel data of Indian states is also provided …

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

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile … regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the … development of a novel test for panel QR misspecification based on detecting CSD. The test possesses a standard normal limiting …

In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …