We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

Equilibrium real exchange rate and corresponding misalignment estimates differ tremendously depending on the panel … cross-section (space) variation in the panel. The study shows that conventional panel estimation methods (pooled OLS, fixed … literature to show that the distortion is generally very large. This suggests the use of the CRE model for the panel estimation …

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major … to grouping FE in the linear panel model to reduce their dimensionality and ensure identifiability. By using unsupervised … than conventional panel models. …

High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due … to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …

This survey aims at providing the reader with a thread through the literature on the topic of panel econometrics of …. It documents the present trend away from models that take advantage of panel data almost exclusively in order to control …