Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of … observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In … in panel data is established. The results are illustrated through a simulation study. As a by-product of the developed …

Family Expenditure Survey. We document strong heterogeneity in the estimated Engel curves along the conditional distribution …

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of … study the effect of income on democracy and find strong evidence of heterogeneity in the slope coefficients. Our testing …

panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …

This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …

This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …

This paper considers the problem of testing cross-sectional correlation in large panel data models with serially …

In this paper, we consider the estimation of a dynamic panel data model with non-stationary multi-factor error …