finite mixture panel model and endogenous clustering to examine cross-country differences and similarities in the effects of … growth determinants. Applying this approach to an annual unbalanced panel of 59 countries in Asia, Latin and Middle America …

of the factors. We organize a panel of 447 series into blocks according to the timing of data releases and use a four … ; comovements ; large dimensional panel ; diffusion index …

four-level model is estimated to study block- and aggregate-level dynamics in a panel of 445 series related to different …

; Panel data …

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …

the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

This paper proposes a panel unit root test for micropanels with short time dimension (T) and large cross section (N …). There are several distinctive features of this test. First, the test is based on a panel AR(1) model, which allows for cross …-sectional dependency, which is introduced by the initial condition's assumption of a factor structure. Second, the test employs the panel …