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ECONIS (ZBW)
79
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1
IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Cui, Guowei
;
Sarafidis, Vasilis
;
Yamagata, Takashi
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 124-146
Persistent link: https://www.econbiz.de/10014319278
Saved in:
2
Low-rank approximations of nonseparable panel models
Fernández-Val, Iván
;
Freeman, Hugo
;
Weidner, Martin
- In:
The econometrics journal
24
(
2021
)
2
,
pp. C40-C77
Persistent link: https://www.econbiz.de/10012594982
Saved in:
3
Identification in simple binary outcome panel data models
Honoré, Bo E.
;
Paula, Áureo de
- In:
The econometrics journal
24
(
2021
)
2
,
pp. C78-C93
Persistent link: https://www.econbiz.de/10012594984
Saved in:
4
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects : a survey
Chaisemartin, Clément de
;
D'Haultfœuille, Xavier
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C1-C30
Persistent link: https://www.econbiz.de/10014391670
Saved in:
5
Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M.
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
Saved in:
6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity
Aguirregabiria, Victor
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C1-C25
Persistent link: https://www.econbiz.de/10013543263
Saved in:
7
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
8
Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei
;
Norkutė, Milda
;
Sarafidis, Vasilis
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10013253838
Saved in:
9
Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Zhao, Yuqian
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
Saved in:
10
Doubly robust identification for causal panel data models
Arkhangelsky, Dmitry
;
Imbens, Guido
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 649-674
Persistent link: https://www.econbiz.de/10013399849
Saved in:
11
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
12
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
13
Panel VAR models with interactive fixed effects
Tuğan, Mustafa
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 225-246
Persistent link: https://www.econbiz.de/10012594989
Saved in:
14
A simple estimator for quantile panel data models using smoothed quantile regressions
Chen, Liang
;
Huo, Yulong
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012594992
Saved in:
15
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Saved in:
16
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
17
Partial effects in non-linear panel data models with correlated random effects
Abrevaya, Jason
;
Hsu, Yu-Chin
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
Saved in:
18
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
19
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
20
Kernel estimation for panel data with heterogeneous dynamics
Okui, Ryo
;
Yanagi, Takahide
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10012167264
Saved in:
21
Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield
Keane, Michael P.
;
Neal, Timothy
- In:
The econometrics journal
23
(
2020
)
3
,
pp. S59-S80
Persistent link: https://www.econbiz.de/10012385263
Saved in:
22
Semiparametric estimation of generalized transformation panel data models with nonstationary error
Wang, Xi
;
Chen, Songnian
- In:
The econometrics journal
23
(
2020
)
3
,
pp. 386-402
Persistent link: https://www.econbiz.de/10012385277
Saved in:
23
Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
24
Separating different individual effects in a panel data model
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10012166716
Saved in:
25
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 223-240
Persistent link: https://www.econbiz.de/10012166742
Saved in:
26
Fragility of identification in panel binary response models
Forchini, Giovanni
;
Jiang, Bin
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 282-291
Persistent link: https://www.econbiz.de/10012166769
Saved in:
27
Reconsideration of a simple approach to quantile regression for panel data
Besstremjannaja, Galina Evgen'evna
;
Golovan, Sergei
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 292-308
Persistent link: https://www.econbiz.de/10012166840
Saved in:
28
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 55-85
Persistent link: https://www.econbiz.de/10012166595
Saved in:
29
CCE in panels with general unknown factors
Westerlund, Joakim
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 264-276
Persistent link: https://www.econbiz.de/10012166628
Saved in:
30
A note on sufficiency in binary panel models
Jochmans, Koen
;
Magnac, Thierry
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10011757406
Saved in:
31
Multiple fixed effects in binary response panel data models
Charbonneau, Karyne B.
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011805003
Saved in:
32
Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco
;
Tosetti, Elisa
;
Vinciotti, Veronica
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
Saved in:
33
Lagrange multiplier type tests for slope homogeneity in panel data models
Breitung, Jörg
;
Roling, Christoph
;
Salish, Nazarii
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 166-202
Persistent link: https://www.econbiz.de/10011712179
Saved in:
34
Nonlinear panel data estimation via quantile regressions
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 61-94
Persistent link: https://www.econbiz.de/10011712266
Saved in:
35
Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
Saved in:
36
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small
Qu, Xi
;
Wang, Xiaoliang
;
Lee, Lung-fei
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 261-290
Persistent link: https://www.econbiz.de/10011712274
Saved in:
37
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
Saved in:
38
First-differencing in panel data models with incidental functions
Jochmans, Koen
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 373-382
Persistent link: https://www.econbiz.de/10010498714
Saved in:
39
Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
Saved in:
40
Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Rodríguez Poo, Juan Manuel
;
Soberon, Alexandra
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 107-138
Persistent link: https://www.econbiz.de/10010498753
Saved in:
41
Estimation of fixed effects panel data partially linear additive regression models
Ai, Chunrong
;
You, Jinhong
;
Zhou, Yong
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10010498756
Saved in:
42
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
43
Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
Saved in:
44
The projection approach for unbalanced panel data
Abrevaya, Jason
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 161-178
Persistent link: https://www.econbiz.de/10009783339
Saved in:
45
Standardized LM tests for spatial error dependence in linear or panel regression
Baltagi, Badi H.
;
Yang, Zhenlin
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 103-134
Persistent link: https://www.econbiz.de/10009722509
Saved in:
46
Unit root tests for panel data with AR(1) errors and small T
De Blander, Rembert
;
Dhaene, Geert
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 101-124
Persistent link: https://www.econbiz.de/10009520545
Saved in:
47
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
48
Estimating and testing non-affine option pricing models with a large unbalanced panel of options
Ferriani, Fabrizio
;
Pastorello, Sergio
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 171-203
Persistent link: https://www.econbiz.de/10009614929
Saved in:
49
The Hausman test in a Cliff and Ord panel model
Mutl, Jan
;
Pfaffermayr, Michael
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 48-76
Persistent link: https://www.econbiz.de/10009007598
Saved in:
50
Testing for sphericity in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10009007612
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