. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable …

creation. Panel data regression results for the original Feldstein-Horioka sample - 20 OECD countries over the years 1960 …

pandemic's impact on the economic activity of six Euro area economies. A class of dynamic panel data models and their … cross-sectional dependence in the error processes. Estimation and inference for this class of panel models are based on both …

This paper develops a Stein-like combined estimator for large heterogeneous panel data models under common structural …

research, causality, which goes beyond correlation, was emphasized, and the new panel noncausality test is employed. The … European countries. These recommendations are designed to guide them toward achieving long-term sustainability in the face of …

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 …