“...The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily...”

“...We analyze the determinants and regional implications of internal migration flows across Danish municipalities in 2006–2012. Besides assessing the role of...”

“...This article is available open access through the publisher’s website. Copyright @ 2012 The Department of Economics, University of Oxford. We consider the role...”

“...This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data models with lagged dependent variables...”

“...This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald...”

“...This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for...”

“...This paper investigates the impact of negative earnings persistence on the value relevance of earnings before interest and taxes (EBIT) and book values for 27...”

“...When estimating finance panel regressions, it is common practice to adjust standard errors for correlation either across firms or across time. These procedures...”

“...A number of panel unit root tests that allow for cross-section dependence have been proposed in the literature that use orthogonalization type procedures to...”

“...The COVID‐19 pandemic has altered conceptions of “normal” globally, including food purchasing and acquisition decisions. In this paper, we surveyed a panel of...”