that the bootstrap outperforms Parks's top competitor. The Parks estimator has been a workhorse for the analysis of panel … data and seemingly unrelated regression equation systems because it allows the incorporation of cross-sectional correlation … together with heteroskedasticity and serial correlation. Unfortunately, the associated, asymptotic standard error estimates are …

has been a workhorse for the analysis of panel data and seemingly unrelated regression equation systems because it allows … the incorporation of cross-sectional correlation together with heteroskedasticity and serial correlation. Unfortunately … Katz (1995) developed an approach that uses the Prais-Winsten estimator together with “panel corrected standard errors …

the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly … estimator, we show that when T is large, a generalized least squares estimator that ignores the correlation between the …

In this paper, we propose a robust approach against heteroskedasticity, error serial correlation and slope … heterogeneity for large linear panel data models. First, we establish the asymptotic validity of the Wald test based on the widely … used panel heteroskedasticity and autocorrelation consistent (HAC) variance estimator of the pooled estimator under random …

This study develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed … effects, allowing for temporal correlation within each individual. The conventional QR standard errors can seriously …

-econometric and panel data models. …

We estimate the impact of climate change on agricultural production in a panel of 127 countries from 1961 to 2002. In …

We estimate the impact of climate change on agricultural production in a panel of 127 countries from 1961 to 2002. In …

Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of … observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In … in panel data is established. The results are illustrated through a simulation study. As a by-product of the developed …