In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …

Panel on Household Finances (PHF). A household wealth survey has to be built on a questionnaire with rather complex logical …

crises ; Current account reversals ; Treatment Model ; Discrete dependent variable ; Efficient Importance Sampling ; Panel …

bootstrap test for panel cointegration robust to short- and long-run dependence across units. This test provides evidence of a …

force. The method used was the Panel Data Analysis with statistical data from the period of 2000-2014. An increasing effect …

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of … vulnerability predictions is limited even when panel data are used. In part this low accuracy is due to low poverty incidence and …