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Cointegration Testing in Panel...
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Panel study
Panel
19
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15
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15
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7
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7
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6
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6
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3
factor models
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panel data
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Juodis, Artūras
19
Sarafidis, Vasilis
6
Karavias, Yiannis
3
Bun, Maurice J. G.
2
Carree, Martin Anthony
2
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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A note on bias-corrected estimation in dynamic panel data models
Juodis, Artūras
- In:
Economics letters
118
(
2013
)
3
,
pp. 435-438
Persistent link: https://www.econbiz.de/10009729150
Saved in:
2
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
Saved in:
3
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
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4
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
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5
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
Saved in:
6
Essays in panel data modelling
Juodis, Artūras
-
2015
Persistent link: https://www.econbiz.de/10011389184
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Partially heterogeneous tests for granger non-causality in panel data
Juodis, Artūras
;
Karavias, Yiannis
-
2019
Persistent link: https://www.econbiz.de/10012011790
Saved in:
10
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
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