The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include … methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific … panel data, which was held at the Academy of Sciences in Berlin in July of 2002, is dedicated to the memory of G. S. Maddala …

paper of the thesis transfers the use of multivariate transition functions to the panel smooth transition regression model …. The second paper of the thesis proposes the use of panel smooth transition regression models with heterogeneous and …

Projektgruppe "Das Sozio-oekonomische Panel" (SOEP) (DIW Berlin) und dem Institut für Statistik und Mathematik der Universität …: I. Überblick über wirtschafts- und sozialwissenschaftliche Panel-Studien (Hujer, Reinhard/Rendtel, Ulrich/Wagner, Gert … - methodische Erläuterungen am Beispiel des Konjunkturtests. - Arminger, Gerhard: Probit-Models for the Analysis of Non-Metric Panel …

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and …