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Time-specific average estimation of dynamic panel regressions
Studies in Nonlinear Dynamics & Econometrics, 2021Abstract This paper introduces an unbiased estimator based on least squares involving time-specific cross-sectional averages for a first-order panel autoregression with a strictly exogenous covariate. The proposed estimator is straightforward to implement as long as the variables of interest have sufficient time variation.
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New results for nonstationary panel regression
Applied Economics Letters, 2008This article derives the limiting distributions of the Ordinary Least Squares (OLS) and Least Square Dummy Variable (LSDV) estimators in both spurious and cointegrated panel regressions. The limit theories employed in this article are different from those of Kao (1999) and Phillips and Moon (1999), in which the time dimension of the panel is fixed.
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Panel quantile regression for extreme risk
Journal of EconometricszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hou, Yanxi +3 more
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Clustering Regression Functions in a Panel [PDF]
, 2000 When time series data of a reasonable length for several cross sectional units are available (for example in the analysis of CO2 emission in industrial countries, or the estimation of production functions for 20 manufacturing sectors), researchers begin by testing whether the data can be pooled and a single dynamic model can be built for all cross ...
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Spatial multivariate regressions with panel data
2016We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the random effect model.
Cardoso de Mendonça, Mário Jorge +1 more
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Better clean or efficient? Panel regressions
Climatic Change, 2023Nicolas Schneider, Avik Sinha
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