This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with spatial error …, and heterogeneous versus homogeneous panel data models …

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …The quasi-simplex model makes use of at least three repeated measures of the same variable to estimate its reliability …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

As panel vector autoregressive (PVAR) models can include several countries and variables in one system, they are well …-supported restrictions. The prior differentiates between domestic and foreign variables, thereby allowing a less restrictive panel structure …

which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of …