that the bootstrap outperforms Parks's top competitor. The Parks estimator has been a workhorse for the analysis of panel … data and seemingly unrelated regression equation systems because it allows the incorporation of cross-sectional correlation … together with heteroskedasticity and serial correlation. Unfortunately, the associated, asymptotic standard error estimates are …

has been a workhorse for the analysis of panel data and seemingly unrelated regression equation systems because it allows … the incorporation of cross-sectional correlation together with heteroskedasticity and serial correlation. Unfortunately … Katz (1995) developed an approach that uses the Prais-Winsten estimator together with “panel corrected standard errors …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors …

effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal …

We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large …

dynamic panel data (SDPD) model (Qu, Lee, and Yu, 2017). I firstly introduce the bias-corrected score function since the score …

A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

We consider a framework for analyzing panel data characterized by: (i) a system of regressions equations, (ii) random … individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the …

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel … data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a … common time period for all units. However, this approach can be costly in terms of lost information. Instead, existing panel …