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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

Instrumental variables estimation in large heterogeneous panels with multifactor structure

Forchini, Giovanni; Jiang, Bin; Peng, Bin - In: Journal of econometric methods 9 (2020) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012197327

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

This study develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed … effects, allowing for temporal correlation within each individual. The conventional QR standard errors can seriously …

Persistent link: https://www.econbiz.de/10012213981

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2017

Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper … used to design a panel cointegration test statistic accounting for cross-section dependence. The performance of the …

Persistent link: https://www.econbiz.de/10012010208