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Cross-Section Regression with Common Shocks

Andrews, Donald W. K. - 2003

This paper considers regression models for cross-section data that exhibit cross-section dependence due to common shocks, such as macroeconomic shocks. The paper analyzes the properties of least squares (LS) and instrumental variables (IV) estimators in this context. The results of the paper...

Persistent link: https://www.econbiz.de/10014077624

An answer to Roll's critique (1977) 45 years later

Desban, Marc; Diyarbakirlioglu, Erkin; Lajili Jarjir, Souad - In: Essays on Financial Analytics : Applications and Methods, (pp. 297-341). 2023

Persistent link: https://www.econbiz.de/10014338892

Bias from censored regressors

Rigobón, Roberto; Stoker, Thomas Martin - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 340-353

Persistent link: https://www.econbiz.de/10003893879

An analysis of visitors' expenditures in a tourist destination : OLS, quantile regression and instrumental variable estimators

Santos, Carlos; Vieira, José António Cabral - In: Tourism economics : the business and finance of tourism … 18 (2012) 3, pp. 555-576

Persistent link: https://www.econbiz.de/10009615089

A note on 2SLS estimation of the mixed regressive spatial autoregressive model

Liu, Long - In: Economics letters 134 (2015), pp. 49-52

Persistent link: https://www.econbiz.de/10011432222

Computing regression statistics from grouped data

Schwiebert, Jörg - In: Journal of economic and social measurement 39 (2014) 4, pp. 283-303

Persistent link: https://www.econbiz.de/10011308237

Estimation of spatial autoregressions with stochastic weight matrices

Gupta, Abhimanyu - 2015

Persistent link: https://www.econbiz.de/10011393188

Economic consequences of employment quota system for disabled people : evidence from a regression discontinuity design in Japan

Mori, Yuko; Sakamoto, Norihito - In: Journal of the Japanese and international economies : … 48 (2018), pp. 1-14

Persistent link: https://www.econbiz.de/10012111367

OLS and IV estimation of regression models including endogenous interaction terms

Bun, Maurice J. G.; Harrison, Teresa D. - In: Econometric reviews 38 (2019) 7, pp. 814-827

Persistent link: https://www.econbiz.de/10012181359

Multi-threshold structural equation model

Wang, Jingli; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 377-387

Persistent link: https://www.econbiz.de/10014448173