Asian region based on the endogenous growth theory using the non-parametric analysis. Design/methodology/approach This paper … applies panel quantile regression with Markov chain Monte Carlo optimization as an optimal non-parametric approach to …-economic growth nexus in Southeast Asia using a robust non-parametric approach based on the endogenous growth theory for better …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … variable is large (? = 0.8). -- Panel data ; LSDV ; dynamic model ; fixed effects …

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …

This paper proposes a new panel unit root test based on Simes' [Biometrika 1986, An Improved Bonferroni Procedure for … panel, and no resampling. Monte Carlo experiments show good size and power properties relative to existing panel unit root … tests. Unlike previously suggested tests, the new test allows to identify the units in the panel for which the alternative …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic Panel Data ; Generalised Method of Moments ; Instrument …

dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications … with balanced and unbalanced panel data sets, and also two full length empirical applications are provided. The results …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo … combinations in the time and cross-section dimension of the data. -- Endogeneity ; instrumental variables ; two-step estimators …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …