GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is considered. The impact of variation in the memory length in signal and noise spread and in the degree of individual heterogeneity are discussed with respect to finite sample bias, using...

We exploit the rationale behind the Expectation Maximization algorithm to derive simple to implement and interpret LM normality tests for the innovations of the latent variables in linear state space models against generalized hyperbolic alternatives, including symmetric and asymmetric Student...

This study examines the relationship between trade liberalization, gender inequality and economic development in 18 selected developing countries over the time period from 1993 to 2017. Panel ARDL approach has been employed to examine the relationship among variables. The results of the study...