In this paper we study the least sqares (LS) estimator in a linear panel regression model with interactive fixed …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …

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

We consider within-group estimation of higher-order autoregressive panel models with exogenous regressors and fixed …

In this paper we consider estimation and inference of common breaks in panel data models via adaptive group fused lasso … effect of foreign direct investment (FDI) on economic growth using a panel of 88 countries and regions from 1973 to 2012 and …

(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …

panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood …

The problems of how to evaluate and compare the quality of models formed from panel data are discussed. Using the … several out-of-sample parts of a panel data set, but un-used regions and time periods. Emphasis is on comparing models and two …