Using longitudinal data from the German Socio-Economic Panel (SOEP), this article examines whether gender wage …

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 …

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …

Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper … used to design a panel cointegration test statistic accounting for cross-section dependence. The performance of the …