Search results
Results: 22
Number of items: 22
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Juodis, A., & Poldermans, R. W. (2021). Backward mean transformation in unit root panel data models. Economics Letters, 201, Article 109780. https://doi.org/10.1016/j.econlet.2021.109780 -
Juodis, A., Karabiyik, H., & Westerlund, J. (2021). On the robustness of the pooled CCE estimator. Journal of Econometrics, 220(2), 325-348. https://doi.org/10.1016/j.jeconom.2020.06.002
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Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects. Journal of Business and Economic Statistics, 36(1), 47-61. https://doi.org/10.1080/07350015.2015.1137759
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Juodis, A., & Sarafidis, V. (2018). Fixed T dynamic panel data estimators with multifactor errors. Econometric Reviews, 37(8), 893-929. https://doi.org/10.1080/00927872.2016.1178875
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Juodis, A. (2018). Rank based cointegration testing for dynamic panels with fixed T. Empirical Economics, 55(2), 349-389. https://doi.org/10.1007/s00181-017-1304-8
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Juodis, A. (2018). First difference transformation in panel VAR models: Robustness, estimation, and inference. Econometric Reviews, 37(6), 650-693. https://doi.org/10.1080/07474938.2016.1139559
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Bun, M. J. G., Carree, M. A., & Juodis, A. (2017). On Maximum Likelihood Estimation of Dynamic Panel Data Models. Oxford Bulletin of Economics and Statistics, 79(4), 463-494. https://doi.org/10.1111/obes.12156
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Bun, M. J. G., Carree, M. A., & Juodis, A. (2014). On Maximum Likelihood estimation of dynamic panel data models. (UvA-Econometrics Discussion Paper; No. 2014/04). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2014/1404.pdf?1418740984413
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Juodis, A. (2013). A note on bias-corrected estimation in dynamic panel data models. Economics Letters, 118(3), 435-438. https://doi.org/10.1016/j.econlet.2012.12.013
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