We study smoking persistence in ten countries using data from the European Community Household Panel. Such persistence … two by using semi-parametric dynamic panel data methods applied to both the decision to smoke or not and to the decision …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

-quality, register-based panel data set. It is discussed that when there are significant differences between employment status …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

unemployment. Empirical results focus on particular theoretical channels establishing the relationship. Panel models mostly draw on …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …

well-being and ill-being. Using the first five waves of panel data from the Household, Income and Labour Dynamics in … Australia (HILDA) Survey, we jointly model positive and negative well-being in a two-equation dynamic panel data model. We found …