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

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

This paper studies linear panel regression models in which the unobserved error term is an unknown smooth function of …

This paper examines the consequences of model misspecification using a panel data model with spatially autocorrelated …

in panel data. In particular, tests for two panel models, varying intercepts and varying slopes and varying intercepts …