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Free Trade Agreement and Foreign Direct Investment : the role of endogeneity and dynamics
Lira, Cristina; Lee, Junsoo; Lee, Byung Ki; Reed, Robert R. - 2010
Persistent link: https://www.econbiz.de/10008939671
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Free trade agreements and foreign direct investment : the role of endogeneity and dynamics
Reed, Robert R.; Lira, Christina; Lee, Byung Ki; Lee, Junsoo - In: Southern economic journal 83 (2016) 1, pp. 176-201
Persistent link: https://www.econbiz.de/10011625508
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2010
Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...
Persistent link: https://www.econbiz.de/10008651758
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The PCSE estimator is good : just not as good as you think
Reed, W. Robert; Webb, Rachel - In: Journal of time series econometrics 2 (2010) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009623318
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2011
Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...
Persistent link: https://www.econbiz.de/10008779662
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2009
Persistent link: https://www.econbiz.de/10008669708
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The PCSE estimator is good : just not as good as you think
Reed, W. Robert; Webb, Rachel S. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695603
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Which panel data estimator should I use?
Reed, W. Robert; Ye, Haichun - In: Applied economics 43 (2011) 7/9, pp. 985-1000
Persistent link: https://www.econbiz.de/10009124342
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A Monte Carlo evaluation of some common panel data estimators when serial correlation and cross-sectional dependence are both present
Reed, W. Robert (contributor); Ye, Haichun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003743457
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - 2015
Persistent link: https://www.econbiz.de/10011514454