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Advances in Applied Econometrics : Celebrating Peter Schmidt's Legacy

Kumbhakar, Subal (ed.); Sickles, Robin C. (ed.); … - 2024

Chapter 1. Introduction -- Chapter 2. Robust Dynamic Space–time Panel Data Models Using εε-contamination: An Application to Crop Yields and Climate Change -- Chapter 3. Unbiased Estimation of the OLS Covariance Matrix When the Errors are Clustered -- Chapter 4. Refined GMM Estimators for...

Persistent link: https://www.econbiz.de/10015177955

Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas

Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 153 (2009) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10003892661

Testing for selectivity bias in panel data models

Verbeek, Marno; Nijman, Theodore E. - 1990

Persistent link: https://www.econbiz.de/10000786807

Dynamic panel estimation and homogeneity testing under cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217-259

Persistent link: https://www.econbiz.de/10001781059

Dynamic panel estimation and homogeneity testing under cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2002

Persistent link: https://www.econbiz.de/10001722198

Dynamic panel estimation and homogeneity testing under cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2002

Persistent link: https://www.econbiz.de/10001671870

Instrumental variables estimation of a nearly nonstationary, heterogenous error component model

Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001663891

Testing for stationarity in panel data when errors are serially correlated : finite-sample results

Jönsson, Kristian (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002595209

Bootstrapping and hypothesis testing in non-stationary panel data

Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318

Persistent link: https://www.econbiz.de/10002753378

A Simple Test for Dynamic Causality in Panel Data

Schimmelpfennig, David; Thirtle, Colin - 2015

A new panel data test for Granger causality is presented that can be applied to panels with more time series observations than cross-sections. Inconsistency in these models with lagged dependent variables and fixed effects is avoided by differencing and pooling the data. The joint significance...

Persistent link: https://www.econbiz.de/10014183231