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Focused information criterion and model averaging for large panels with a multifactor error structure
Yin, Shou-Yung; Liu, Chu-An; Lin, Chang-Ching - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10012424498
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Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis; Narayan, Paresh Kumar; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
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Bias-corrected common correlated effects pooled estimation in dynamic panels
Vos, Ignace de; Everaert, Gerdie - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10012424521
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Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
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t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.; Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
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Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian; Si, Jichun; Zhang, Hanghui; Zhou, Yahong - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
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Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.; Zhu, Ying - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
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The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras; Reese, Simon - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
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A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei; Hayakawa, Kazuhiko; Nagata, Shuichi; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
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Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548