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Accurate statistical analysis in dynamic panel data models
Bun, Maurice J. G. - 2001
Persistent link: https://www.econbiz.de/10001690144
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A Comparison of Bias Approximations for The 2SLS Estimator
Bun, Maurice J. G. - 2011
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one endogenous regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios regarding the number and strength of instruments
Persistent link: https://www.econbiz.de/10013123749
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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
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Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10012618507
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - 2020
Persistent link: https://www.econbiz.de/10012606889