panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

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

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the …

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a … the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

This paper considers a first-order autoregressive panel data model with individual-specific effects and a heterogeneous …

result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a … the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …