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Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
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Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
Li, Shaomin; Wang, Kangning; Ren, Yanyan - In: Economics letters 164 (2018), pp. 19-23
Persistent link: https://www.econbiz.de/10011939889
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Doubly robust difference-in-differences estimators
Sant'Anna, Pedro H. C.; Zhao, Jun - In: Journal of econometrics 219 (2020) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10012483192
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A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
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Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable
Lai, Hung-Pin - In: Journal of productivity analysis 40 (2013) 2, pp. 227-237
Persistent link: https://www.econbiz.de/10010221690
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Parameter estimates comparison of earnings functions in the PSID and CPS data : 1976 - 2007
Gouskova, Elena - In: Economics letters 122 (2014) 2, pp. 353-357
Persistent link: https://www.econbiz.de/10010395672
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A finite sample improvement of the fixed effects estimator applied to technical inefficiency
Wikström, Daniel - In: Journal of productivity analysis 43 (2015) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10011317144
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Monte Carlo evidence on the estimation of AR(1) panel data sample selection models
Jiménez-Martín, Sergi; Labeaga, José M. - 2016
Persistent link: https://www.econbiz.de/10011649336
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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019
estimating linear dynamic panel data models and derive the large sample properties of the estimator. We assume that the only …
Persistent link: https://www.econbiz.de/10012104780
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Consistent estimation of panel data sample selection models
Jiménez-Martín, Sergi; Labeaga, José M.; Sadoon, … - 2020
Persistent link: https://www.econbiz.de/10012223702