compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …

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 proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

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

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data … compromised by the limited variation provided by the short longitudinal data. -- Panel data ; estimation efficiency ; pseudo-panel …

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

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …