Cross‐section average‐augmented panel regressions introduced by Pesaran (2006) have
been a popular empirical tool to estimate panel data models with common factors. However …

This paper presents a methodology for the selection of an optimal investment variant using
Monte Carlo simulation and OptQuest optimization. The decision-making process also …

This study investigates which factors of economic freedom contribute the most to the growth
in productivity. The study employs a dynamic common correlated mean group technique for …

This article develops a nonlinear spatial dynamic panel data model with one particularly
interesting application to a structural interaction model for share data. To account for effects …

In this paper we study neural networks and their approximating power in panel data models.
We provide asymptotic guarantees on deep feed-forward neural network estimation of the …

The multifactor asset pricing model derived from the Fama–French approach is extensively
used in asset risk premium estimation procedures. Even including a considerable number of …

This paper assesses capital mobility for a panel of 15 European countries for the period
1970–2019 using dynamic common correlated effects modeling as proposed in Chudik and …

This paper introduces unit-specific heterogeneity in panel data threshold regression. Both
slope coefficients and threshold parameters are allowed to vary by unit. The heterogeneous …

The link between income inequality and economic growth has been a popular topic in the
empirical research literature in the past decades. Despite that, a consensus is yet to emerge …

International trade flows are volatile, imbalanced, and fragmented across off-shored supply
chains. Taking these empirical facts into account, we develop a theory of habits in the supply …