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Finite sample properties of the GMM Anderson-Rubin test

Bun, Maurice J. G.; Farbmacher, Helmut; Poldermans, Rutger W - In: Econometric reviews 39 (2020) 10, pp. 1042-1056

Persistent link: https://www.econbiz.de/10012406208

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

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

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

Zhu, Huanjun - 2015

This paper develops a method for testing for the presence of a single structural break in panel data models with unobserved heterogeneity represented by a factor error structure. The common factor approach is an appealing way to capture the effect of unobserved variables, such as skills and...

Persistent link: https://www.econbiz.de/10013014830

A new structural break test for panels with common factors

Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155

Persistent link: https://www.econbiz.de/10012167253

A homogeneous approach to testing for Granger non-causality in heterogeneous panels

Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 93-112

Persistent link: https://www.econbiz.de/10012488894

A homogeneous approach to testing for granger non-causality in heterogeneous panels

Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - 2020

Persistent link: https://www.econbiz.de/10012610528