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 …

We consider a framework for analyzing panel data characterized by: (i) a system of regressions equations, (ii) random … individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the …

For a balanced panel data regression model with random effects, we discuss the efficiency of the GLS estimator relative …

effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal …

over time. An implementation based on firm panel data for two manufacturing industries gives estimates of industry level …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …