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1
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
2
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
3
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
4
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
5
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
6
On the unbiased asymptotic normality of quantile regression with fixed effects
Galvão Júnior, Antônio Fialho
;
Gu, Jiaying
; …
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 178-215
Persistent link: https://www.econbiz.de/10012482937
Saved in:
7
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
8
Panel threshold regressions with latent group structures
Miao, Ke
;
Su, Liangjun
;
Wang, Wendun
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
Saved in:
9
A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.
;
Lamarche, Carlos
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
Saved in:
10
Quantile-regression-based clustering for panel data
Zhang, Yingying
;
Wang, Huixia
;
Zhu, Zhongyi
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10012304542
Saved in:
11
Panel data quantile regression with grouped fixed effects
Gu, Jiaying
;
Volgushev, Stanislav
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 68-91
Persistent link: https://www.econbiz.de/10012304543
Saved in:
12
A quantile correlated random coefficients panel data model
Graham, Bryan S.
;
Hahn, Jinyong
;
Poirier, Alexandre
; …
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
Saved in:
13
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
14
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
Saved in:
15
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
16
Many IVs estimation of dynamic panel regression models with measurement error
Lee, Nayoung
;
Moon, Hyungsik Roger
;
Zhou, Qiankun
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 251-259
Persistent link: https://www.econbiz.de/10011917232
Saved in:
17
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
Malikov, Emir
;
Kumbhakar, Subal
;
Sun, Yiguo
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10011592260
Saved in:
18
Smoothed quantile regression for panel data
Galvão Júnior, Antônio Fialho
;
Kato, Kengo
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 92-112
Persistent link: https://www.econbiz.de/10011704770
Saved in:
19
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
Saved in:
20
Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
Saved in:
21
Estimation of panel data partly specified Tobit regression with fixed effects
Ai, Chunrong
;
Li, Hongjun
;
Lin, Zhongjian
;
Meng, Meixia
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 316-326
Persistent link: https://www.econbiz.de/10011500476
Saved in:
22
Panel nonparametric regression with fixed effects
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 346-362
Persistent link: https://www.econbiz.de/10011503072
Saved in:
23
Set identification of the censored quantile regression model for short panels with fixed effects
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 363-377
Persistent link: https://www.econbiz.de/10011503074
Saved in:
24
Nonparametric identification in panels using quantiles
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Hoderlein, …
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 378-392
Persistent link: https://www.econbiz.de/10011503077
Saved in:
25
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
26
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
27
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian
;
Li, Qi
;
Sun, Yiguo
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
Saved in:
28
Estimating and testing a quantile regression model with interactive effects
Harding, Matthew C.
;
Lamarche, Carlos
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10010255458
Saved in:
29
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
Saved in:
30
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 48-53
Persistent link: https://www.econbiz.de/10009666767
Saved in:
31
Asymptotics for panel quantile regression models with individual effects
Kato, Kengo
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10009673139
Saved in:
32
Quantile regression for dynamic panel data with fixed effects
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009270393
Saved in:
33
Robust penalized quantile regression estimation for panel data
Lamarche, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 396-408
Persistent link: https://www.econbiz.de/10008662987
Saved in:
34
A test of cross section dependence for a linear dynamic panel model with regressors
Sarafidis, Vasilis
;
Yamagata, Takashi
;
Robertson, Donald
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10003833753
Saved in:
35
Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
Saved in:
36
Regression systems for unbalanced panel data : a stepwise maximum likelihood procedure
Biørn, Erik
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10002173147
Saved in:
37
Estimation of cross sectional and panel data censored regression models endogeneity
Honoré, Bo E.
;
Hu, Luojia
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 293-316
Persistent link: https://www.econbiz.de/10002173149
Saved in:
38
Testing panel data regression models woth spatial error correlation
Baltagi, Badi H.
;
Song, Seuck-heun
;
Koh, Won
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10001787606
Saved in:
39
Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin
;
Melenberg, Bertrand
;
Soest, Arthur van
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10001432515
Saved in:
40
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
41
Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis
;
Verbeek, Marno
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
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