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Does distance still matter? : moderating effects of distance measures on the relationship between pandemic severity and bilateral tourism demand

Yang, Yang; Zhang, Linjia; Wu, Laurie; Li, Zhenlong - In: Journal of travel research : a quarterly publication of … 62 (2023) 3, pp. 610-625

Persistent link: https://www.econbiz.de/10014245635

Nonparametric estimation in large panels with cross-sectional dependence

Huang, Xiao - In: Econometric reviews 32 (2013) 5/6, pp. 754-777

Persistent link: https://www.econbiz.de/10009758623

Panel vector autoregression under cross-sectional dependence

Huang, Xiao - In: The econometrics journal 11 (2008) 2, pp. 219-243

Persistent link: https://www.econbiz.de/10003750763

Finite sample properties of FGLS estimator for random-effects model under non-normality

Ullah, Aman; Huang, Xiao - In: Panel data econometrics : theoretical contributions and …, (pp. 67-89). 2006

Persistent link: https://www.econbiz.de/10003331427

Leverage and asymmetric volatility : the firm-level evidence

Ericsson, Jan; Huang, Xiao; Mazzotta, Stefano - In: Journal of empirical finance 38 (2016), pp. 1-21

Persistent link: https://www.econbiz.de/10011663127

Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market

Huang, Xiao - 2018

This paper studies estimation in linear dynamic panel data models with multiple interactive effects when both N and T are large. We derive the bias term in an order p dynamic panel data model and the limiting distribution of the estimator. Simulation results show good finite sample properties of...

Persistent link: https://www.econbiz.de/10012938610

Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality

Ullah, Aman; Huang, Xiao - 2006

Persistent link: https://www.econbiz.de/10015385648