which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …

parameters, a new estimation procedure is proposed. When both the time and cross-sectional dimensions of the panel go to infinity …This paper introduces a spatial panel quantile model with unobserved heterogeneity. The proposed model is capable of …

A new panel data model is proposed to represent the behavior of economies in transition allowing for a wide range of … formulated as a nonlinear time varying factor model. When applied to a micro panel, the decomposition provides flexibility in … idiosyncratic behavior over time and across section, while retaining some commonality across the panel by means of an unknown common …

This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous … decomposition of the reduced form residuals. The panel nature of the data allows adjustment, and testing, for two forms of …

When the panel is incomplete, which is the rule rather than the exception, standard estimation methods cannot be …

This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects …. Departing from the classic binary response static panel data model, this paper examines identification in the binary response … dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional …

I consider a simultaneous spatial panel data model, jointly modeling three effects: simultaneous effects, spatial … large number of incidental parameters. I propose two estimation approaches, a quasi-maximum likelihood (QML) method and an … iterative generalized principal components (IGPC) method. I develop full inferential theories for the estimation approaches and …

estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an … the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data. This … reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise …

, we develop three dimensional (3D) panel data models with hierarchical error components that allow for strong cross …-sectional dependence through unobserved heterogeneous global and local factors. We propose consistent estimation procedures by extending … the common correlated effects (CCE) estimation approach proposed by Pesaran (2006). The standard CCE approach needs to be …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …