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xtserialpm: a portmanteau test for serial correlation in a linear panel model

Jochmans, Koen; Verardi, Vincenzo - 2019

Persistent link: https://www.econbiz.de/10012699244

First-differencing in panel data models with incidental functions

Jochmans, Koen - Sciences économiques, Sciences Po - 2010

I discuss the fixed-effect estimation of panel data models with time-varying excess heterogeneity across cross-sectional units. These latent components are not given a parametric form. A modification to traditional first-differencing is motivated which, asymptotically, removes the permanent...

Persistent link: https://www.econbiz.de/10010798352

First-differencing in panel data models with incidental functions

Jochmans, Koen - Department of Economics, Sciences économiques - 2010

I discuss the fixed-effect estimation of panel data models with time-varying excess heterogeneity across cross-sectional units. These latent components are not given a parametric form. A modification to traditional first-differencing is motivated which, asymptotically, removes the permanent...

Persistent link: https://www.econbiz.de/10010756882

Bias-corrected estimation of panel vector autoregressions

Dhaene, Geert; Jochmans, Koen - In: Economics letters 145 (2016), pp. 98-103

Persistent link: https://www.econbiz.de/10011618237

Nonparametric estimation of non-exchangeable latent-variable models

Bonhomme, Stéphane; Jochmans, Koen; Robin, Jean-Marc - In: Journal of econometrics 201 (2017) 2, pp. 237-248

Persistent link: https://www.econbiz.de/10011918770

Likelihood corrections for two-way models

Jochmans, Koen; Otsu, Taisuke - In: Annals of economics and statistics 134 (2019), pp. 227-242

Persistent link: https://www.econbiz.de/10012306003

Likelihood corrections for two-way models

Jochmans, Koen; Otsu, Taisuke - 2018

Persistent link: https://www.econbiz.de/10012671073

A portmanteau test for correlation in short panels

Jochmans, Koen - 2018

Persistent link: https://www.econbiz.de/10012672305

twexp and twgravity: estimating exponential regression models with two-way fixed effects

Jochmans, Koen; Verardi, Vincenzo - 2019

Persistent link: https://www.econbiz.de/10012699242

Bootstrap inference for fixed-effect models

Higgins, Ayden; Jochmans, Koen - 2022 - This version: April 5, 2022

Persistent link: https://www.econbiz.de/10013184462

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