The Oxford Handbook of Panel Data examines new developments in the theory and
applications of panel data. It includes basic topics like non-stationary panels, co-integration …

We propose quasi maximum likelihood (QML) estimation of dynamic panel models with
spatial errors when the cross-sectional dimension n is large and the time dimension T is …

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 proposes a residual-based Lagrange Multiplier (LM) test for slope homogeneity
in large-dimensional panel data models with interactive fixed effects. We first run the panel …

In this article, we introduce the xtivdfreg command, which implements a general instrumental-
variables (IV) approach for fitting panel-data models with many time-series observations, T …

A semiparametric fixed effects model is introduced to describe the nonlinear trending
phenomenon in panel data analysis and it allows for the cross-sectional dependence in both …

We propose a heterogeneous time-varying panel data model with a latent group structure
that allows the coefficients to vary over both individuals and time. We assume that the …

We consider the problem of determining the number of factors and selecting the proper
regressors in linear dynamic panel data models with interactive fixed effects. Based on the …

This article studies non-parametric panel data models with multidimensional, unobserved
individual effects when the number of time periods is fixed. I focus on models where the …

We consider the estimation of latent grouped patterns in dynamic panel data models with
interactive fixed effects. We assume that the individual slope coefficients are homogeneous …