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Time-invariant regressors under fixed effects : simple identification via a proxy variable

Bělín, Matěj - In: Economics letters 186 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012500400

Are we making progress on decarbonization? : A panel heterogeneous study of the long-run relationship in selected economies

Škare, Marinko; Porada-Rochoń, Małgorzata - In: Technological forecasting & social change : an … 188 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014266465

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

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

Estimation of factor-augmented panel regressions with weakly influential factors

Reese, Simon; Westerlund, Joakim - In: Econometric reviews 37 (2018) 1/5, pp. 401-465

Persistent link: https://www.econbiz.de/10012039354

More efficient local polynomial regression with random-effects panel data models

Yang, Ke - In: Econometric reviews 37 (2018) 6/10, pp. 760-776

Persistent link: https://www.econbiz.de/10012040410

Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables

Tao, Li; Zhang, Yuanjie; Tian, Maozai - In: Computational economics 53 (2019) 3, pp. 1033-1069

Persistent link: https://www.econbiz.de/10012135108

Testing additive versus interactive effects in fixed-T panels

Westerlund, Joakim - In: Economics letters 174 (2019), pp. 5-8

Persistent link: https://www.econbiz.de/10012120997

Threshold regression with endogeneity for short panels

Gørgens, Tue; Würtz, Allan H. - In: Econometrics : open access journal 7 (2019) 2/23, pp. 1-8

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data. We examine a two-step method, where the threshold parameter is estimated nonparametrically at the N-rate and the remaining parameters are estimated by GMM at the √N-rate. We...

Persistent link: https://www.econbiz.de/10012025781

Pre-event trends in the panel event-study design

Freyaldenhoven, Simon; Hansen, Christian Bailey; … - In: The American economic review 109 (2019) 9, pp. 3307-3338

Persistent link: https://www.econbiz.de/10012107126