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Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures

Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320

Empirical researchers may wonder whether or not a two-way fixed effects estimator (with individual and period fixed effects) is sufficiently sophisticated to isolate the influence of common shocks on the estimation of slope coefficients. If it is not, practitioners need to run the so-called...

Persistent link: https://www.econbiz.de/10013364881

Multistep forecast selection for panel data

Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406

Persistent link: https://www.econbiz.de/10012181429

Testing for serial correlation in fixed-effects panel data models

Born, Benjamin; Breitung, Jörg - In: Econometric reviews 35 (2016) 5/7, pp. 1290-1316

Persistent link: https://www.econbiz.de/10011591304

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

A robust test for serial correlation in panel data models

Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112

Persistent link: https://www.econbiz.de/10013364945

Random autoregressive models : a structured overview

Regis, Marta; Serra, Paulo; Heuvel, Edwin R. van den - In: Econometric reviews 41 (2022) 2, pp. 207-230

Persistent link: https://www.econbiz.de/10013167604

Using generalized estimating equations to estimate nonlinear models with spatial data

Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242

Persistent link: https://www.econbiz.de/10015196599

Problems related to confidence intervals for impulse responses of autoregressive processes

Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103

Persistent link: https://www.econbiz.de/10001455663

Generalized integer-valued autoregression

Brännäs, Kurt; Hellström, Jörgen - In: Econometric reviews 20 (2001) 4, pp. 425-443

Persistent link: https://www.econbiz.de/10001620901

Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study

Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476

Persistent link: https://www.econbiz.de/10001718225

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