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Using Stata to estimate dynamic correlated random effectsprobit models with unbalanced panels

Albarran, Pedro; Carrasco, Raquel; Carro, Jesús M. - 2020

Persistent link: https://www.econbiz.de/10012208701

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

Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement

Gupta, Priyanshi; Sehgal, Sanjay - In: Journal of economic integration : jei 34 (2019) 4, pp. 667-704

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The role of financial factors for European corporate investment

Mercatanti, Andrea; Mökinen, Taneli; Silvestrini, Andrea - In: Journal of international money and finance 96 (2019), pp. 246-258

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Bootstrap methods for inference in the Parks model

Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2020

has been a workhorse for the analysis of panel data and seemingly unrelated regression equation systems because it allows … the incorporation of cross-sectional correlation together with heteroskedasticity and serial correlation. Unfortunately … Katz (1995) developed an approach that uses the Prais-Winsten estimator together with “panel corrected standard errors …

Persistent link: https://www.econbiz.de/10012160012