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Online learning and forecast combination in unbalanced panels
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: Econometric reviews 36 (2017) 1/3, pp. 257-288
Persistent link: https://www.econbiz.de/10011795201
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Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun; Horrace, William C.; Lee, Yoonseok - In: Econometric reviews 43 (2024) 5, pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
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Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures
Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320
Empirical researchers may wonder whether or not a two-way fixed effects estimator (with individual and period fixed effects) is sufficiently sophisticated to isolate the influence of common shocks on the estimation of slope coefficients. If it is not, practitioners need to run the so-called...
Persistent link: https://www.econbiz.de/10013364881
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Nonparametric multidimensional fixed effects panel data models
Henderson, Daniel J.; Soberon, Alexandra; Rodríguez … - In: Econometric reviews 41 (2022) 3, pp. 321-358
Persistent link: https://www.econbiz.de/10013364882
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A control function approach to estimate panel data binary response model
Tiwari, Amaresh - In: Econometric reviews 41 (2022) 5, pp. 505-538
Persistent link: https://www.econbiz.de/10013364892
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A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
Bailey, Natalia; Jiang, Dandan; Yao, Jianfeng - In: Econometric reviews 41 (2022) 5, pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
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Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye - In: Econometric reviews 41 (2022) 7, pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
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A robust test for serial correlation in panel data models
Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - In: Econometric reviews 42 (2023) 1, pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
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Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban; Lee, Junsoo; Tieslau, Margie A.; … - In: Econometric reviews 42 (2023) 1, pp. 78-97
Persistent link: https://www.econbiz.de/10014305439