GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

comparing the stochastic properties of physical capital investment and growth using a panel unit root test statistic that is …

economic growth. Our empirical validation is based on a panel data application for our MENA region over a long period of 20 …

single and double threshold effects thus justifying the acceptance of a nonlinear panel regression model against a linear one …

panel of 34 advanced economies from 1996 to 2020, we first employ a panel VAR estimated via System GMM, which allows us to … fortgeschrittene Volkswirtschaften sowie die potenziellen Wirkungskanäle zwischen beiden Größen. Dafür schätzen wir ein Panel-VAR mit …

hypotheses. In this paper, I build a panel structural vector autoregression (SVAR) model for a short panel of 119 countries over …

panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure … in both dimensions. We evaluate the method in a Monte Carlo study for dynamic panel data models with observations from … economic growth figures of countries listed in the Penn World Tables. It is shown that our dynamic panel data model can provide …

applies panel quantile regression with Markov chain Monte Carlo optimization as an optimal non-parametric approach to …