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Consistent and non-degenerate model specification tests against smooth transition and neural network alternatives

Hill, Jonathan B. - In: Annales d'économie et de statistique 90 (2008), pp. 145-179

Persistent link: https://www.econbiz.de/10003910527

Using lasso-type penalties to model time-varying covariate effects in panel data regressions : a novel approach illustrated by the 'death of distance' in international trade

Hess, Wolfgang; Persson, Maria; Rubenbauer, Stephanie; … - 2013

When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …

Persistent link: https://www.econbiz.de/10009722024

Inference in high-dimensional panel models with an application to gun control

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 590-605

Persistent link: https://www.econbiz.de/10011692431

Sparse estimation of huge networks with a block-wise structure

Moscone, Francesco; Tosetti, Elisa; Vinciotti, Veronica - In: The econometrics journal 20 (2017) 3, pp. 61-85

Persistent link: https://www.econbiz.de/10011805012

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

pandemic's impact on the economic activity of six Euro area economies. A class of dynamic panel data models and their … cross-sectional dependence in the error processes. Estimation and inference for this class of panel models are based on both …

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

Growth regressions and what the textbooks don't tell you

Temple, Jonathan - In: Bulletin of economic research 52 (2000) 3, pp. 181-206

Persistent link: https://www.econbiz.de/10001511292

Growth Regressions and What the Textbooks Don't Tell You

Temple, Jonathan R.W - 1999

In this paper I discuss three econometric problems that are rarely given adequate discussion in textbooks: model uncertainty, parameter heterogeneity, and outliers. I show how Leamer's extreme bounds analysis can be adapted to address all three problems simultaneously, and present two examples...

Persistent link: https://www.econbiz.de/10014191479