This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large … micro-, meso-, and macroeconomic levels. The paper outlines the estimation approach, illustrates its suitability by …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …

, an ARDL dynamic panel model is estimated using the PMG method to analyse monthly data covering the most recent period …

trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows …

This paper analyses the short- and long-run effects of trade openness on financial development in a panel including …

administrative districts between 2003 and 2016. Employing different standard panel estimation methods, we show that there is no …The paper analyses the empirical relationship between immigrants and crime using panel data for 391 German …, omitted variables and spatial correlation. Furthermore, taking advantage of the panel-structure of the data set we employ an …

the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …