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A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
Lu, Cuicui; Wooldridge, Jeffrey M. - In: Applied economics letters 27 (2020) 12, pp. 997-1001
Persistent link: https://www.econbiz.de/10012267028
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Quasi-generalized least squares regression estimation with spatial data
Lu, Cuicui; Wooldridge, Jeffrey M. - In: Economics letters 156 (2017), pp. 138-141
Persistent link: https://www.econbiz.de/10011822389
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The roles of cultural and institutional distance in international trade : evidence from China's trade with the Belt and Road countries
Liu, Ailan; Lu, Cuicui; Wang, Zhixuan - In: China economic review : an international journal 61 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012599846
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Export price and quality adjustment : the role of financial stress and exchange rate
Chen, Meng-Wei; Lu, Cuicui; Tian, Yuan - In: Economic modelling 96 (2021), pp. 336-345
Persistent link: https://www.econbiz.de/10012745425
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Does cultural distance hinder exports? : a comparative study of China and the United States
Liu, Ailan; Lu, Cuicui; Wang, Zhixuan - In: Economic modelling 105 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013367198
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Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators
Lu, Cuicui; Schmidt, Peter - In: Economics Letters 116 (2012) 3, pp. 538-540
This paper extends previous results on the equality of OLS and GLS. We give conditions under which GLS based on two different variance matrices gives the same estimate, and also conditions under which GLS equals a GMM estimator.
Persistent link: https://www.econbiz.de/10010594217
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Economic policy uncertainty and voluntary disclosures : how do Chinese firms respond?
Lu, Cuicui; Parsley, David C.; Xue, Bing - In: International review of economics & finance : IREF 92 (2024), pp. 141-167
Persistent link: https://www.econbiz.de/10014534886
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Marketing strategies and acceptance of edible insects among Thai and Chinese young adult consumers
Chanchai Phonthanukitithaworn; Sae-eaw, Amporn; Tang … - In: Journal of international food & agribusiness marketing 35 (2023) 2, pp. 154-182
Persistent link: https://www.econbiz.de/10014289212
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On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M. - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
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Correlated random effects models with unbalanced panels
Wooldridge, Jeffrey M. - In: Journal of econometrics 211 (2019) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012303605