explain the relationship between firm and wage volatility, we investigate this linkage in three complementary panel data sets …, each with its own virtues and limitations: the Panel Study of Income Dynamics (detailed information on workers, but no …

markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Panel datasets have been increasingly used in economics to analyse complex economic phenomena. One of the attractions … of panel datasets is the ability to use an extended dataset to obtain information about parameters of interest which are … assumed to have common values across panel units. However, the assumption of poolability has not been studied extensively …

from other UK studies in that panel data for a range of companies is used. This increases the number of observations and …

An attractive feature of panel unit root tests is the ability to exploit coefficient homogeneity under the null … alternative hypothesis of heterogeneous panel unit root tests of at least one series being stationary, the researcher is left with …

Panel datasets have been increasingly used in economics to analyse complex economic phenomena. One of the attractions … of panel datasets is the ability to use an extended dataset to obtain information about parameters of interest which are … assumed to have common values across panel units. However, the assumption of poolability has not been studied extensively …