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Unbiased estimation of the OLS covariance matrix when the errors are clustered

Boot, Tom; Niccodemi, Gianmaria; Wansbeek, Tom - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2511-2533

Persistent link: https://www.econbiz.de/10014328994

Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659

Persistent link: https://www.econbiz.de/10014329005

Regression discontinuity design with potentially many covariates

Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2021

Persistent link: https://www.econbiz.de/10014311627

Modeling the economic impact of the COVID-19 pandemic using dynamic panel models and seemingly unrelated regressions

Vrontos, Ioannis D.; Galakis, John; Panopulu, Aikaterinē; … - In: Econometrics : open access journal 12 (2024) 2, pp. 1-26

The importance of assessing and estimating the impact of the COVID-19 pandemic on financial markets and economic activity has attracted the interest of researchers and practitioners in recent years. The proposed study aims to explore the pandemic's impact on the economic activity of six Euro...

Persistent link: https://www.econbiz.de/10014636404

Realized regression with asynchronous and noisy high frequency and high dimensional data

Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10015074483

Cross-section bootstrap for CCE regressions

Vos, Ignace de; Stauskas, Ovidijus - In: Journal of econometrics 240 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015074614

No star is good news : a unified look at rerandomization based on p-values from covariate balance tests

Zhao, Anqi; Ding, Peng - In: Journal of econometrics 241 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015075139

Spatial unit roots and spurious regression

Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 5, pp. 1661-1695

Persistent link: https://www.econbiz.de/10015117846

Spurious relationships in high-dimensional systems with strong or mild persistence

Gonzalo, Jesús; Pitarakis, Jean-Yves - In: International journal of forecasting 37 (2021) 4, pp. 1480-1497

Persistent link: https://www.econbiz.de/10013274296

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022

Persistent link: https://www.econbiz.de/10013194599