This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. Keywords: random …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

original setting of one vector time series in a panel setting with N individual vector series. We consider asymptotics with …

This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross …

The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear … & Lütkepohl (2000) for trend-adjusted data to the panel data framework, and is called the panel SL test. The idea is first to take … power in small samples. -- Panel cointegration Test ; likelihood ratio ; time trend ; Monte Carlo study …

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. Keywords: random …

We develop a dynamic panel threshold model of capital structure to test the dynamic trade-off theory, allowing for …

This paper develops a simple panel unit-root test that accommodates cross-sectional dependence among variables and …