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In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …
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this paper investigates the potential bias arising when aggregate economy data instead of sectoral data is adopted in macro … manufacturing for a panel of 41 developing and developed countries (1963-1992). We employ novel empirical methods which can … aggregation and empirical misspecification, relying on both theory and empirical evidence. Using data for a stylised aggregate …
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This paper studies the evolution of long-run output and labour productivity growth rates in the G-7 countries during the post-war period. We estimate the growth rates consistent with a constant unemployment rate using time-varying parameter models that incorporate both stochastic volatility and...
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