This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the "Great Moderation". It also proposes a new testing approach for panel …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the “Great Moderation”. It also proposes a new testing approach for panel …

The GMM estimator that is usually employed in the panel data literature, has an unbounded influence function. This … illustration is provided, in which the determinants of a firm's capital structure are investigated using a panel of American firms …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the … determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood … Importance Sampling (EIS). It allows the ML estimation of panel probit models with various dynamic specifications for the error …