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A bias-corrected fixed effects estimator in the dynamic panel data model

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Persistent link: https://www.econbiz.de/10012488913

Estimating multiple-input - multiple-output production functions with an analysis of credit unions

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A maximum simulated likelihood estimation of consumer demand systems with zero expenditures : a double hurdle model

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Testing for instability in factor structure of yield curves

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Testing for sphericity in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47

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International R&D spillovers : an application of estimation and inference in panel cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 691-709

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Women and tariffs : testing the gender gap hypothesis in a Downs-Mayer political-economy model

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Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

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Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes

Baltagi, Badi H. - 2020

This paper considers multiple changes in the factor loadings of a high dimensional factor model occurring at dates that are unknown but common to all subjects. Since the factors are unobservable, the problem is converted to estimating and testing structural changes in the second moments of the...

Persistent link: https://www.econbiz.de/10012842360

Estimating and testing high dimensional factor models with multiple structural changes

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365

Persistent link: https://www.econbiz.de/10012618518