growth effects of introducing a common currency in large parts of the European Union. I do so using a large panel (NUTS3 data …

This paper develops a new method for testing for Granger non-causality in panel data models with large cross …. In order to account for the well-known "Nickell bias", the approach makes use of the well-known Split Panel Jackknife … that the resulting approach performs well in a variety of settings and outperforms existing procedures. Using a panel data …

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 …

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 …

(JSE) using monthly data spanning from 2002 to 2016. Our empirical strategy consists of using both individual and panel …

This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model …

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 …

growth effects of introducing a common currency in large parts of the European Union. I do so using a large panel (NUTS3 data …

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 …