This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution. …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is …

In this paper alternative approaches for testing the unit root hypothesis in panel data are considered. First, a robust …

section independence of Breusch and Pagan (1980) in the case of panel models with strictly exogenous regressors and normal …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …

The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … stationary panel regressions with multifactor error structure. This paper extends this work and examines the important case where …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random …-sectional dependence in panel data models. …

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time … dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a …