Browsing by Author "Youssef, A"

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    Heterogeneous Three-Dimensional Panel Data Models
    (Natural Sciences Publishing, 2024-05) Megally, A; Youssef, A; S. H, Abdel-Latif
    This paper examines panel data models, which vary in size and shape depending on their properties. When parameters vary across units and time, it is called a heterogeneous panel data model. The paper proposes suitable tests for slope homogeneity in three-dimensional panel data, using actual data from the United Nations Industrial Development Organization (UNIDO). The results showed significant evidence of cross-sectional dependence and slope heterogeneity. The paper recommends mean group, common correlated effect mean group, and augmented mean group estimators for heterogeneous three-dimensional panel data models in the case of cross-sectional dependency, with the common correlated effect mean group estimator being the most accurate.