new integrated treatment to this question using a panel of 44 developing and developed countries over the period 1976 …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

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 … to a wide variety of data generation processes and has lower biases than all of the alternative estimation methods …

“Inequality Treatment Effects” (ITE). The estimation procedure involves a first non-parametric step in which the probability of …