I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …

within a dynamic spatial panel framework on the level of the 402 German small scale regions before. We use a detailed dataset …

German regional data (NUTS 1 level) for GDP, trade, and FDI activity during the period 1976-2005. Applying various … homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth … of positive and negative effects of trade/FDI on output activity for a system of interconnected regions. …

Japanese yen, the Deutsche mark, the Singapore dollar and the Taiwan dollar. Panel-based misalignment estimates of the REER of …

Using a panel data approach for two samples of listed and unlisted European banks, this paper provides evidence that …

) valuation. Panel-based misalignment estimates of the four economies show that net foreign asset build-up does not necessarily …

panel econometric extension of the exchange-rate exposure model in the tradition of Adler and Dumas (1984) and Jorion (1990 …

multi-factor modelling instead of augmented CAPM, application of moving window panel regressions, orthogonalization of …