This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity …

For the panel data case where cross-sectional units are nested within higher-level groups, and there are many such …

observations that can lead to erroneous conclusions when using the classic estimators; this is a quite unique approach in panel … least trimmed squares (LTS). In its second part we apply this method on the panel data of 28 countries in 2002–2008 testing …

We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross …

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile … regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the … development of a novel test for panel QR misspecification based on detecting CSD. The test possesses a standard normal limiting …

In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …

attention to dependence among cross-sectional units, be it time-dependent or not. To obtain a panel cointegration test robust to … independent even in the presence of correlation or cointegration across units, leading to a panel test statistic robust to cross …

small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic … components are considered. -- cross-sectional dependence ; estimator ; panel cointegration ; simulation study ; test …