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Testing for correlation in error-component models

Jochmans, Koen - 2019

Persistent link: https://www.econbiz.de/10012692618

Testing correlation in error-component models

Jochmans, Koen - 2019 - This version: September 4, 2019

Persistent link: https://www.econbiz.de/10012703301

Factor-based imputation of missing values and covariances in panel data of large dimensions

Cahan, Ercument; Bai, Jushan; Ng, Serena - In: Journal of econometrics 233 (2023) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10014340963

Inferences in panel data with interactive effects using large covariance matrices

Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78

Persistent link: https://www.econbiz.de/10011897698

Non linear correlated random effects models with endogeneity and unbalanced panels

Bates, Michael; Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Econometric reviews 43 (2024) 9, pp. 713-732

Persistent link: https://www.econbiz.de/10015050637

Using analysis of Gini (ANOGI) for detecting whether two subsamples represent the same universe : the German Socio-Economic Panel Study (SOEP) experience

Frick, Joachim R.; Goebel, Jan; Schechtman, Edna; … - 2006

A wildly discussed shortcoming of panel surveys is a potential bias arising from selective attrition. Based on data of the German Socio-Economic Panel Study (SOEP), the authors analyze potential artifacts (level, structure, income inequality) by comparing results for two independently drawn...

Persistent link: https://www.econbiz.de/10011514641

Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices

Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274

Persistent link: https://www.econbiz.de/10012162415

Nowcasting from cross-sectionally dependent panels

Fosten, Jack; Nandi, Shaoni - In: Journal of applied econometrics 38 (2023) 6, pp. 898-919

Persistent link: https://www.econbiz.de/10014432199

Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors

Larch, Mario; Walde, Janette - In: The annals of regional science : an international … 43 (2009) 2, pp. 473-490

Persistent link: https://www.econbiz.de/10003838252

Finite sample performance of specification tests for correlated random effects quantile panel regressions

Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519

Persistent link: https://www.econbiz.de/10011712426