Maxwell School News and Commentary

Filtered by: Journal of Econometrics

Baltagi paper on estimating high dimensional factor models published in Journal of Econometrics

August 4, 2021

Baltagi paper on testing for heteroskedasticity published in Journal of Econometrics

January 31, 2020

Wang paper on nearly weighted risk minimal unbiased estimation published in Jour of Econometrics

February 28, 2019

Baltagi article on panel data using ε-contamination published in Journal of Econometricsec

December 31, 2017

Baltagi study on FDI and third country effects published in Journal of Econometrics

August 31, 2017

Baltagi article on domestic sales and exports with spillovers published in Journal of Econometrics

July 31, 2017

Baltagi large factor model with structural instability article published in Journal of Econometrics

February 28, 2017

Baltagi article on heterogeneous panels with structural breaks published in Journal of Econometrics

February 29, 2016
The authors find that the common correlated effects estimator have the same asymptotic distribution as if the true change points were known.

Horrace study on endogenous network production functions with selectivity published in JE

January 31, 2016

Lee paper on model selection in the presence of incidental parameters published in Jour of Econ

September 30, 2015

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