We develop a non-dynamic panel smooth transition regression model with fixed individual effects. The model is useful … generalization of the threshold panel model of Hansen (1999). We extend the modelling strategy for univariate smooth transition … regression models to the panel context. This comprises of model specification based on homogeneity tests, parameter estimation …

productivity for a sample of 33 developing countries over the period 1980-2005. Using panel cointegration techniques, we find that …

heterogeneous panel cointegration techniques that are robust to omitted variables and endogenous regressors to estimate the effect …

countries considered can be classified. The dynamic panel econometric analysis for the period 1989-2006 reveals that balanced …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution. …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

(panel) data. By examining labor market transitions, earnings levels, and earnings growth and their correlates using a recent … panel data set for Serbia, this paper combines both of these issues. Estimation of gross transition probabilities reveals …

We employ data from the Panel Study of Income Dynamics to investigate income to health causality. To account for …

that we adopt several alternative approaches to identify group effects. We base the study on a rich set of Swedish panel …