We show that independently repeated cross-sectional data can reduce the asymptotic bias when instruments are weakly correlated to the endogenous variables. When both N and T go to infinite, we can obtain consistent estimators even if instruments are weak.

Spillover phenomena are usually statistically estimated on the basis of regional and temporal panel data. In this paper we review and investigate exploratory and confirmatory statistical panel data techniques. We illustrate the methods by calculations in the stetting of the well known Research...

In this paper, we investigate the problem of estimating nonparametric and semiparametric panel data models with fixed effects. We focus on establishing the asymptotic results for estimators using smooth backfitting methods. We consider two estimators for the smooth unknown function in...

It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing cross-sectional dependence in panel data models when the number of cross-sectional units (n) is large and the number of time periods (T) is small. In...

This paper presents a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standardized individual wages. In particular, a heteroskedastic autoregressive model with multiple individual fixed effects is proposed. The expression for a modified likelihood...

Incluye bibliografía ; In this paper I consider a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in the mean and in a conditional ARCH...

In this paper I consider a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in the mean and in a conditional ARCH type variance function....

In this paper I consider a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in the mean and in a conditional ARCH type variance function....

In its decarbonization efforts, the European Union aims to decrease energy consumption through technological advances. One of the most prominent advances is the increased extension and utilization of digital information and communication technologies. However, there is little understanding of...