The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …

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 … practice. -- Panel unit root tests ; cross section dependence ; multi-factor residual structure ; Fisher inflation parity …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … for values of α in the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains … cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the …

Using data on annual individual labor income from three representative panel datasets (German SOEP, British BHPS … ... -- Item non-response ; imputation ; income inequality ; income mobility ; panel data ; SOEP ; BHPS ; HILDA …

There is potential for measurement problems in both retrospective and panel microdata. In this paper we compare results … on basic indicators related to labor markets and their dynamics from retrospective and panel survey data in Egypt, in … of reporting of time-invariant characteristics in different waves of the panel, (2) compare the retrospective and panel …