Maxwell School News and Commentary
Filtered by: Journal of Econometrics
Baltagi paper on estimating high dimensional factor models published in Journal of Econometrics
Badi H. Baltagi, Chihwa Kao & Fa Wang
August 4, 2021
Baltagi paper on testing for heteroskedasticity published in Journal of Econometrics
Badi H.Baltagi, Byoung Cheol Jung & Seuck HeunSong
January 31, 2020
Wang paper on nearly weighted risk minimal unbiased estimation published in Jour of Econometrics
Ulrich K. Müller & Yulong Wang
February 28, 2019
Baltagi article on panel data using ε-contamination published in Journal of Econometricsec
Badi H.Baltagi, Georges Bresson, Anoop Chaturvedi & Guy Lacroix
December 31, 2017
Baltagi article on domestic sales and exports with spillovers published in Journal of Econometrics
Badi H.Baltagi, Peter H. Egger & Michaela Kesina
July 31, 2017
Baltagi large factor model with structural instability article published in Journal of Econometrics
Badi H.Baltagi, Chihwa Kao & Fa Wang
February 28, 2017
Baltagi article on heterogeneous panels with structural breaks published in Journal of Econometrics
Badi H. Baltagi, Qu Feng & Chihwa Kao
The authors find that the common correlated effects estimator have the same asymptotic distribution as if the true change points were known.
February 29, 2016
Horrace study on endogenous network production functions with selectivity published in JE
William C. Horrace, Xiaodong Liu & Eleonora Patacchini
January 31, 2016
Lee paper on model selection in the presence of incidental parameters published in Jour of Econ
Yoonseok Lee & Peter C.B. Phillips
September 30, 2015
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