Narrow search
Showing 1 - 10 of 2,680
Cover Image
A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
Cover Image
Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Cover Image
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Cover Image
A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
Bin, Peng; Yu, Junqi; Zhu, Yi - In: Economics letters 201 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607089
Cover Image
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
Cover Image
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Cover Image
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
Yoon, Jungmo; Galvão Júnior, Antônio Fialho - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 579-608
effects, allowing for temporal correlation within each individual. The conventional QR standard errors can seriously …
Persistent link: https://www.econbiz.de/10012213981
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew C.; Lamarche, Carlos; Pesaran, M. Hashem - 2018
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and interactive effects. The paper adopts the Common Correlated Effects (CCE) approach proposed by Pesaran (2006) and Chudik and Pesaran (2015) and demonstrates that the extension...
Persistent link: https://www.econbiz.de/10011898624
Cover Image
A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
Cover Image
Supplemental Appendix : Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects
Yoon, Jungmo - 2019
This online appendix is structured as follows. Section S.1 contains some auxiliary lemmas and proofs for Section 4. Section S.2 develop supporting theoretical results for Section 5. Section S.3 reports additional simulation results. Some tables appear at the end
Persistent link: https://www.econbiz.de/10012863724