or clustering type behaviour. At an econometric level, the model is shown to nest various extant dynamic panel data …This paper proposes a nonlinear panel data model which can endogenously generate both ‘weak’ and ‘strong’ cross … models. These include panel AR models, spatial models, which accommodate weak dependence only, and panel models where cross …

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and …