-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel … are applied. The results indicate fairly well that milk consumption increases both the mortality rate of prostate cancer … as well as the mortality rate of ovarian cancer. The estimated effects are also important in quantitative terms, i.e., a …

variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

-sectional dependence, which may arise from local network structures. Model selection, filtering of the dynamic factors, and estimation are …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure …An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic … the cross-section and the time series dimensions. The estimation method facilitates the flexible modeling of large panels …

This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data … cross section averages must be included in individual equations of the panel, and the number of cross section averages must … dimension of the panel is sufficiently large. …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …