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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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Nonstructural analysis of productivity growth for the industrialized countries : a jackknife model averaging approach
Isaksson, Anders; Shang, Chenjun; Sickles, Robin C. - In: Econometric reviews 40 (2021) 4, pp. 321-358
Persistent link: https://www.econbiz.de/10012515603
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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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The estimation of multidimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - In: Econometric reviews 37 (2018) 1/5, pp. 212-227
Persistent link: https://www.econbiz.de/10012038570
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - In: Econometric reviews 38 (2019) 7, pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
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Testing initial conditions in dynamic panel data models
Magazzini, Laura; Calzolari, Giorgio - In: Econometric reviews 39 (2020) 2, pp. 115-134
Persistent link: https://www.econbiz.de/10012181516
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ML and GMM with concentrated instruments in the static panel data model
Bekker, Paul A.; Essen, Jelle van - In: Econometric reviews 39 (2020) 2, pp. 181-195
Persistent link: https://www.econbiz.de/10012181529