) drives firm performance (profitability and efficiency) for BRICS countries from a des-aggregate panel data of the firm …-yearly level (by country) during 2014-2022, from an aggregate monthly time series data and a panel data of country-monthly level …-run (LR) panel models, the Bayesian VAR-X short-run (SR) approach, and the time series and the panel (LR and SR) ARDL models …

) nonparametric, ii) panel regressions, and iii) quantile regressions. Engle curves for calories, fat, and protein are approximately …

introduced in the analysis and posterior distributions of those were obtained. The methodology is applied to panel data on 215 …

estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the …=1, the rate of convergence of the MMLEs is N^{1/4}, where N is the cross-sectional dimension of the panel. We then … develop an asymptotic theory for GMM estimators when one of the parameters is only second-order identified and use this to …

estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the …=1, the rate of convergence of the MMLEs is N^{1/4}, where N is the cross-sectional dimension of the panel. We then … develop an asymptotic theory for GMM estimators when one of the parameters is only second-order identified and use this to …

In this paper we propose a model-based method to cluster units within a panel. The underlying model is autoregressive …

estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the …=1, the rate of convergence of the MMLEs is N^{1/4}, where N is the cross-sectional dimension of the panel. We then … develop an asymptotic theory for GMM estimators when one of the parameters is only second-order identified and use this to …