or clustering type behaviour. At an econometric level, the model is shown to nest various extant dynamic panel data …This paper proposes a nonlinear panel data model which can endogenously generate both ‘weak’ and ‘strong’ cross … models. These include panel AR models, spatial models, which accommodate weak dependence only, and panel models where cross …

or clustering type behaviour. At an econometric level, the model is shown to nest various extant dynamic panel data …This paper proposes a nonlinear panel data model which can generate endogenously both `weak' and `strong' cross … models. These include panel AR models, spatial models, which accommodate weak dependence only, and panel models where cross …

This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural … approach to the modelling of interactions across panel units and can generate endogenous cross-sectional dependence that can … study and two empirical illustrations. -- Cross-sectional dependence ; Nonlinearity ; Factor models ; Panel models ; Fixed …

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in …

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected review …