under which globalization factors foster technology efficiency. In this paper, we extend the MSS model by combining panel … threshold regression technique advanced by Hansen (1999). This threshold stochastic frontier panel data model enables us to …

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

procedure. The effect of the correlation structure on the distribution of the panel data unit root (PDUR) test statistic is …-country correlation. The high levels of correlation among the OECD countries analyzed cause a significant size distortion in the testing … drawn by the test: only 2 out of the 9 sectors analyzed show evidence of productivity convergence once the correlation …

This paper studies estimation in linear dynamic panel data models with multiple interactive effects when both N and T … are large. We derive the bias term in an order p dynamic panel data model and the limiting distribution of the estimator … between 2000 and 2015 shows dynamic panel data model is an effective method to produce effective trading strategies …

research, causality, which goes beyond correlation, was emphasized, and the new panel noncausality test is employed. The …

. Furthermore, shocks explaining current account reversals and growth show strong significant positive correlation. -- Currency … crises ; Current account reversals ; Treatment Model ; Discrete dependent variable ; Efficient Importance Sampling ; Panel …

income classification and global) using time series data from 1960 to 2008. Three panel unit root tests results support that … both the variables are integrated of order 1 for all panels except low income panel. Only the variable economic growth is … integrated of order 1 for low income panel. The Kao and Johansen Fisher panel conintegration tests results support that both the …

Existing gravity models of trade based on panel data are often static, that is, they only allow for contemporaneous …. Hence, we extend the static model by including lags of the regressors and lags of trade. Using a panel of 221 annual …. The resulting dynamic panel gravity model leads to sensible short-term and long-term trade dynamics. We also show that the …

macroeconomic and financial drivers of sovereign bond spreads, the paper applied a Panel autoregressive distributed lag (ARDL) model … to identify the effects of climate change on the sovereign risk. The Panel l ARDL included the pooled mean group (PMG …