step involves identifying the number and composition of clubs using a space-time panel data model for annual income growth … rates in conjunction with Bayesian model comparison methods. A second step uses a Bayesian space-time panel data model to …

on the inflation rate for the Western Balkan. The research has applied panel data using dynamic approaches such as fixed …

with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we … their assets are low, as standard life-cycle theory would predict. In contrast, high-consumption types respond less on …

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 …

We present in this paper the panel econometrics estimation approach of measuring the technical change and total factor …

In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The …, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests … by Harris and Tzavalis have inferior or reasonable power compared to our test. -- Dynamic nonlinear panel ; Smooth …

error components of panel data models that contain random effects. This general specification encompasses several more … specific space-time structures that have been used recently in the panel data literature. Markov Chain Monte Carlo methods are …

until a recent past. This paper proposes a modelling strategy aimed at a best use of the data for nowcasting based on panel … clustering approach into the usual panel data model specification. A case study in the field of R&D variables illustrates the …

frontier model for panel data. Features of the modeling include time-varying efficiency and estimation of own and spillover …