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 …

clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. …

causality in dynamic panel data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic panel data model do not provide evidence …

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 …

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 …

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