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Rank based cointegration testing for dynamic panels with fixed T

Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389

Persistent link: https://www.econbiz.de/10011949797

Pseudo panel data models with cohort interactive effects

Juodis, Artūras - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 47-61

Persistent link: https://www.econbiz.de/10011894391

First difference transformation in panel VAR models : robustness, estimation, and inference

Juodis, Artūras - In: Econometric reviews 37 (2018) 6/10, pp. 650-693

Persistent link: https://www.econbiz.de/10012040399

Backward mean transformation in panel data with predetermined regressors

Juodis, Artūras - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 103-143). 2022

Persistent link: https://www.econbiz.de/10013193940

A note on bias-corrected estimation in dynamic panel data models

Juodis, Artūras - In: Economics Letters 118 (2013) 3, pp. 435-438

In this note we extend the method proposed in Bun and Carree (2006) to the more general PVARX(1) model and show that the iterative procedure is not consistent for fixed T. Subsequently we provide corrected version of the bias correction procedure which is fixed T consistent and robust to both...

Persistent link: https://www.econbiz.de/10011041565

On maximum likelihood estimation of dynamic panel data models

Bun, Maurice J. G.; Carree, Martin Anthony; Juodis, Artūras - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 463-494

Persistent link: https://www.econbiz.de/10011772020

Fixed T dynamic panel data estimators with multifactor errors

Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929

Persistent link: https://www.econbiz.de/10012040421

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

Backward mean transformation in unit root panel data models

Juodis, Artūras; Poldermans, Rutger W - In: Economics letters 201 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607070

On the robustness of the pooled CCE estimator

Juodis, Artūras; Karabiyik, Hande; Westerlund, Joakim - In: Journal of econometrics 220 (2021) 2, pp. 325-348

Persistent link: https://www.econbiz.de/10012618517