The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of … panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the "Great Moderation". It also proposes a new testing approach for panel …

We explore four decades of cyclical and long-run dynamics in income distribution and economic activity for a panel of …