panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …

pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

Under correlated heterogeneity, the commonly used two-way fixed effects estimator is biased and can lead to misleading … if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects … are provided, and a Hausman-type test of correlated heterogeneity is proposed. Small sample properties of the TMG …

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

period 1970-2007, for different EU and OECD country groupings. We use the panel-data approach of Kónya (2006), which is based … effective real exchange rate in the SUR system does not substantially alter the results. -- Panel causality tests ; budget …

panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …One of the oldest and largest literatures in empirical economics is concerned with the estimation of demand and supply … across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of …