We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

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

Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

methods to be used. Using a panel data of Portuguese wine firms, this paper aims to contribute to this debate, combining both …

In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …

other. -- age-cohort-time problem ; identification ; polynomial regression ; interaction ; age-cohort curvature ; panel data …