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Measuring and communicating uncertainty of poverty indicators at regional level

Laureti, Tiziana; Benedetti, Ilaria - Europäische Kommission / Statistisches Amt - 2020 - 2020 edition

Persistent link: https://www.econbiz.de/10012440384

Half-panel jackknife estimation for dynamic panel models

Mehic, Adrian - In: Economics letters 190 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012228135

Panel data analysis with heterogeneous dynamics

Okui, Ryo; Yanagi, Takahide - In: Journal of econometrics 212 (2019) 2, pp. 451-475

Persistent link: https://www.econbiz.de/10012304063

Gini regressions and heteroskedasticity

Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16

We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...

Persistent link: https://www.econbiz.de/10012025711

Public sector wage gaps over the long-run : evidence from panel administrative data

Bargain, Olivier; Etienne, Audrey; Melly, Blaise - 2018

-specific fixed effects and a jackknife correction for the potential incidental parameter bias. We find that the public wage gap is …

Persistent link: https://www.econbiz.de/10011946846

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2018

-panel Jackknife bias corrections, unbalanced panels, distribution and quantile effects, and other extensions. Understanding and …

Persistent link: https://www.econbiz.de/10011812268

Inference in instrumental variables models with heteroskedasticity and many instruments

Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt - 2017

Persistent link: https://www.econbiz.de/10011853176

Efficient estimation using regularized Jackknife IV estimator

Carrasco, Marine; Doukali, Mohamed - In: Annals of economics and statistics 128 (2017), pp. 109-149

Persistent link: https://www.econbiz.de/10011776889

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2017

section in Arellano & Bonhomme, 2011) we discuss models with both individual and time eﬀects, split-panel Jackknife bias …

Persistent link: https://www.econbiz.de/10011758045

A simple estimator for quantile panel data models using smoothed quantile regressions

Chen, Liang; Huo, Yulong - In: The econometrics journal 24 (2021) 2, pp. 247-263

Persistent link: https://www.econbiz.de/10012594992