This paper provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models
This paper considers the problem of hypotheses testing in a simple panel data regression model with ...
This paper presents initial findings on the economic impact of the Earned Income Tax Credit (EITC) b...
Using two different measures of relative cohort size--one indicating the size and placement of an in...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
This paper gives a brief survey of forecasting with panel data. Starting with a simple error compone...
This paper develops a novel asymptotic theory for panel models with common shocks. We assume that co...
This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed...
This note analyzes the asymptotic distribution for instrumental variables regression for panel data ...
This paper studies estimation of panel cointegration models with cross-sectional dependence generate...
This paper focuses on inference based on the usual panel data estimators of a one-way error componen...
This paper establishes that regressors in the models with censored dependent variables need not be b...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
This paper summarizes the results of other analyses by the author with regard to the importance of r...
This paper considers the problem of hypotheses testing in a simple panel data regression model with ...
This paper presents initial findings on the economic impact of the Earned Income Tax Credit (EITC) b...
Using two different measures of relative cohort size--one indicating the size and placement of an in...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
This paper gives a brief survey of forecasting with panel data. Starting with a simple error compone...
This paper develops a novel asymptotic theory for panel models with common shocks. We assume that co...
This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed...
This note analyzes the asymptotic distribution for instrumental variables regression for panel data ...
This paper studies estimation of panel cointegration models with cross-sectional dependence generate...
This paper focuses on inference based on the usual panel data estimators of a one-way error componen...
This paper establishes that regressors in the models with censored dependent variables need not be b...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
This paper summarizes the results of other analyses by the author with regard to the importance of r...
This paper considers the problem of hypotheses testing in a simple panel data regression model with ...
This paper presents initial findings on the economic impact of the Earned Income Tax Credit (EITC) b...
Using two different measures of relative cohort size--one indicating the size and placement of an in...