This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …

be described by both the Euler equation and the rule-of-thumb. Using panel data on households (Russian Longitudinal …

of the most discussed issues triggered by the so called Feldstein-Horioka puzzle. Based on panel data we introduce a new …

We develop a procedure to identify latent group structures in linear panel data models that exploits a grouping in the …

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 …