‘UIP puzzle' tends to disappear when panel data regressions account, for example, for risk premiums by means of two …

We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …

finite mixture panel model and endogenous clustering to examine cross-country differences and similarities in the effects of … growth determinants. Applying this approach to an annual unbalanced panel of 59 countries in Asia, Latin and Middle America …

, using quarterly data from1995 to2020. Through the use of panel Granger causality tests and a panel SUR model, we conclude …

global suicide rates. In applying the sequential panel selection method (SPSM) to three generations of unit root testing …

presence of co-movements in a set of multiple time series. Our results justify both the use of a panel setup with homogeneous …

Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in … a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and …

We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and …

behavioral biases and discuss implications for portfolio theory. -- Trading Activity Datasets ; Panel Intensity Models ; Latent …We develop a panel intensity model, with a time varying latent factor, which captures the influence of unobserved time … & Hautsch (2006) to panel duration data. We show how to estimate the model parameters by a simulated maximum likelihood …

This paper proposes a new test of the null hypothesis that the parameters in a cointegrated panel data regression are …