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Online Supplement to an Incidental Parameters Free Inference Approach for Panels with Common Shocks
Juodis, Arturas; Sarafidis, Vasilis - 2021
This paper is an online supplementary appendix to “An Incidental Parameters Free Inference Approach for Panels with Common Shocks”. Section S.1 of the present Supplementary Appendix studies the properties of the proposed GMM estimators under fixed T asymptotics. Section S.2 analyses the...
Persistent link: https://www.econbiz.de/10013244719
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IV estimation of panels with factor residuals
Robertson, Donald; Sarafidis, Vasilis - 2013
Persistent link: https://www.econbiz.de/10009754517
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On the impact of error cross-sectional dependence in short dynamic panel estimation
Sarafidis, Vasilis; Robertson, Donald - In: The econometrics journal 12 (2009) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10003841969
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Cross-sectional dependence in panel data analysis
Sarafidis, Vasilis; Wansbeek, Tom - In: Econometric reviews 31 (2012) 4/6, pp. 483-531
Persistent link: https://www.econbiz.de/10009539714
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Dynamic panel data models
Bun, Maurice J. G.; Sarafidis, Vasilis - In: The Oxford handbook of panel data, (pp. 76-110). 2015
Persistent link: https://www.econbiz.de/10010472608
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A test of cross section dependence for a linear dynamic panel model with regressors
Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald - In: Journal of econometrics 148 (2009) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10003833753
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A partially heterogeneous framework for analyzing panel data
Sarafidis, Vasilis; Weber, Neville C. - In: Oxford bulletin of economics and statistics 77 (2015) 2, pp. 274-296
Persistent link: https://www.econbiz.de/10011384014
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Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J.; … - 2015
Persistent link: https://www.econbiz.de/10011781404
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Crime, deterrence and punishment revisited
Kelaher, Richard; Sarafidis, Vasilis; Bun, Maurice J. G. - 2016
Persistent link: https://www.econbiz.de/10011596916
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Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan - In: Journal of econometrics 185 (2015) 2, pp. 542-544
Persistent link: https://www.econbiz.de/10011348941