1 Summary Although similar to weighting for unit nonresponse in cross-sectional surveys, adjustment for panel non-response needs to incorporate information about nonrespondents collected in the early waves of the panel. We review different weighting adjustments for panel nonresponse and discuss methods for incorporating complex survey design variables into the weighting adjustments. We propose ...

The effectiveness of an orthogonal to backward mean transformation is investigated in the context a non-stationary panel data model. It shown that corresponding estimator as efficient Transformed Maximum Likelihood when autoregressive parameter equal unity. Furthermore, recently introduced bias-corrected version almost Pooled Least Squares estimator.

Maddala and Wu (1999) proposed a simple panel unit test using a Fisher type test. We propose using Percival and Walden (2006) approximate maximum likelihood estimator of the fractional integration order with a Fisher type test to create a simple panel fractional integration order test. By combining the estimator and the test with a wavestrap method to obtain critical values, we allow for cross-...

Using panel data, this paper tests whether public and private capital have a positive and significant effect on aggregate output and labor productivity for Mexico during the 1960-2001 period. The richer information set made possible by the sectorial data enables this study to utilize the methodologically sound “group-mean” Fully Modified Ordinary Least Squares (FMOLS) procedure developed by Ped...

In this paper the relevance of the PPP as a long-run relationship is studied using a panel of Latin American and Asian countries. We investigate the stationarity of real exchange rates by applying a new panel unit root test that is robust to structural breaks due to currency crises. It turns out that the long-run PPP relationship is relevant for the Asian countries, which experienced a flexible...

This study explores the dynamic effect of non-renewable energy, renewable economic growth, and foreign direct investment on environmental degradation in twenty selected African countries over period 2000–2015. We have adopted Environmental Kuznets Curve hypothesis Pollution Haven/Halo simultaneously. In first stage, this paper performs cross-independence test found cross-sectional dependence ca...

introduction: under the principles of international law, no state has the right to use or permit the use of its territory in such a manner as to cause damage to the environment of other states. spatial econometrics provides a powerful tool to assess the influence of the pollution of neighboring countries on a country's pollution level. spatial spillover effects play a significant role in a...