structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …

; panel data ; non-stationary data ; breaks …

We consider the problem of testing for a structural break in the spatial lag parameter in a panel model (spatial …

. This approach identifies R0 in a panel regression model by filtering out the effects of mitigating factors on disease …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …

panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …