Koen Jochmans
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ayden Higgins & Koen Jochmans, 2023.
"Identification of mixtures of dynamic discrete choices,"
Post-Print
hal-04251997, HAL.
- Higgins, Ayden & Jochmans, Koen, 2023. "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, vol. 237(1).
- Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
Cited by:
- Koen Jochmans, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Post-Print hal-04672521, HAL.
- Jochmans, Koen, 2024.
"Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”,"
TSE Working Papers
24-1514, Toulouse School of Economics (TSE).
- Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
- Jochmans, Koen & Higgins, Ayden, 2022. "Learning Markov Processes with Latent Variables From Longitudinal Data," TSE Working Papers 22-1366, Toulouse School of Economics (TSE).
- Koen Jochmans, 2022.
"Bias in instrumental-variable estimators of fixed-effect models for count data,"
Post-Print
hal-03699836, HAL.
- Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
- Jochmans, Koen, 2021. "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers 21-1276, Toulouse School of Economics (TSE).
Cited by:
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Ayden Higgins & Koen Jochmans, 2022.
"Bootstrap inference for fixed-effect models,"
Papers
2201.11156, arXiv.org.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
Cited by:
- Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022. "Bootstrap inference in the presence of bias," Papers 2208.02028, arXiv.org, revised Nov 2023.
- Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023.
"Specification testing with grouped fixed effects,"
MPRA Paper
117821, University Library of Munich, Germany.
- Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023. "Specification testing with grouped fixed effects," Papers 2310.01950, arXiv.org.
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
Cited by:
- Wu, Xiaokang & Yang, Jijun, 2023. "High-speed railway and patent trade in China," Economic Modelling, Elsevier, vol. 123(C).
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021.
"Inference on two component mixtures under tail restrictions,"
Papers
2102.06232, arXiv.org.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," SciencePo Working papers Main hal-03945858, HAL.
Cited by:
- Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
- Kedagni, Desire, 2018.
"Identifying Treatment Effects in the Presence of Confounded Types,"
ISU General Staff Papers
201809110700001056, Iowa State University, Department of Economics.
- Kédagni, Désiré, 2023. "Identifying treatment effects in the presence of confounded types," Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
- Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
- Jochmans, K., 2020.
"Testing Random Assignment to Peer Groups,"
Cambridge Working Papers in Economics
2024, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2023. "Testing random assignment to peer groups," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 321-333, April.
- Koen Jochmans, 2023. "Testing Random Assignment To Peer Groups," Post-Print hal-04077423, HAL.
- Jochmans, Koen, 2021. "Testing Random Assignment To Peer Groups," TSE Working Papers 21-1270, Toulouse School of Economics (TSE).
Cited by:
- Deng, Weiguang & Jiang, Shengjun & Li, Xue & Ye, Maoliang, 2024. "Peer effects in donations: Evidence from random assignment of college roommates," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 631-644.
- Pedro Carneiro & Yyannú Cruz-Aguayo & Francesca Salvati & Norbert Schady, 2023.
"The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador,"
IFS Working Papers
WCWP19/23, Institute for Fiscal Studies.
- Carneiro, Pedro & Cruz-Aguayo, Yyannu & Salvati, Francesca & Schady, Norbert, 2023. "The Effect of Classroom Rank on Learning throughout Elementary School: Experimental Evidence from Ecuador," IDB Publications (Working Papers) 13091, Inter-American Development Bank.
- Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady & Francesca Salvati, 2023. "The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador," CeMMAP working papers 19/23, Institute for Fiscal Studies.
- Pedro Carneiro & Yyannu Cruz Aguayo & Francesca Salvati & Norbert Schady, 2024. "The Effect of Classroom Rank on Learning Throughout Elementary School: Experimental Evidence from Ecuador," CESifo Working Paper Series 11456, CESifo.
- Carneiro, Pedro & Cruz Aguayo, Yyannu & Salvati, Francesca & Schady, Norbert, 2023. "The Effect of Classroom Rank on Learning throughout Elementary School: Experimental Evidence from Ecuador," IZA Discussion Papers 16384, Institute of Labor Economics (IZA).
- Jonas Radbruch & Amelie Schiprowski, 2021.
"Interview Sequences and the Formation of Subjective Assessments,"
CRC TR 224 Discussion Paper Series
crctr224_2021_268v2, University of Bonn and University of Mannheim, Germany.
- Jonas Radbruch & Amelie Schiprowski, 2024. "Interview Sequences and the Formation of Subjective Assessments," Rationality and Competition Discussion Paper Series 497, CRC TRR 190 Rationality and Competition.
- Jonas Radbruch & Amelie Schiprowski, 2024. "Interview Sequences and the Formation of Subjective Assessments," CESifo Working Paper Series 10957, CESifo.
- Jonas Radbruch & Amelie Schiprowski, 2020. "Interview Sequences and the Formation of Subjective Assessments," ECONtribute Discussion Papers Series 045, University of Bonn and University of Cologne, Germany.
- Radbruch, Jonas & Schiprowski, Amelie, 2021. "Interview Sequences and the Formation of Subjective Assessments," IZA Discussion Papers 14799, Institute of Labor Economics (IZA).
- Koen Jochmans, 2020.
"Peer effects and endogenous social interactions,"
Papers
2008.07886, arXiv.org.
- Jochmans, Koen, 2023. "Peer effects and endogenous social interactions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1203-1214.
- Jochmans, Koen, 2022. "Peer Effects and Endogenous Social Interactions," TSE Working Papers 22-1348, Toulouse School of Economics (TSE).
- Koen Jochmans, 2023. "Peer effects and endogenous social interactions," Post-Print hal-04164668, HAL.
Cited by:
- Rhys Murrian & Paul A. Raschky & Klaus Ackermann, 2024.
"Friends, Key Players and the Adoption and Use of Experience Goods,"
SoDa Laboratories Working Paper Series
2024-03, Monash University, SoDa Laboratories.
- Rhys Murrian & Paul A. Raschky & Klaus Ackermann, 2024. "Friends, Key Players and the Adoption and Use of Experience Goods," Papers 2409.14351, arXiv.org.
- Rhys Murrian & Paul A. Raschky & Klaus Ackermann, 2024. "Friends, Key Players and the Adoption and Use of Experience Goods," Monash Economics Working Papers 2024-17, Monash University, Department of Economics.
- Aristide Houndetoungan & Cristelle Kouame & Michael Vlassopoulos, 2024. "Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students," Papers 2405.06850, arXiv.org.
- Houndetoungan, Aristide & Kouame, Cristelle & Vlassopoulos, Michael, 2024. "Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students," IZA Discussion Papers 16998, Institute of Labor Economics (IZA).
- de Gendre, Alexandra & Salamanca, Nicolás, 2020.
"On the Mechanisms of Ability Peer Effects,"
IZA Discussion Papers
13938, Institute of Labor Economics (IZA).
- Alexandra de Gendre & Nicolás Salamanca, 2020. "On the Mechanisms of Ability Peer Effects," Melbourne Institute Working Paper Series wp2020n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Jochmans, Koen, 2023. "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers 23-1481, Toulouse School of Economics (TSE).
- Aristide Houndetoungan, 2024. "Count Data Models with Heterogeneous Peer Effects under Rational Expectations," Papers 2405.17290, arXiv.org.
- Diemer, Andreas, 2022. "Endogenous peer effects in diverse friendship networks: Evidence from Swedish classrooms," Economics of Education Review, Elsevier, vol. 89(C).
- Tadao Hoshino, 2023. "Causal Interpretation of Linear Social Interaction Models with Endogenous Networks," Papers 2308.04276, arXiv.org, revised Oct 2023.
- Jochmans, K., 2020.
"Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates,"
Cambridge Working Papers in Economics
2033, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2022. "Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(538), pages 887-896, April.
Cited by:
- Kaspar Wuthrich & Ying Zhu, 2019. "Omitted variable bias of Lasso-based inference methods: A finite sample analysis," Papers 1903.08704, arXiv.org, revised Sep 2021.
- Anatolyev, Stanislav & Sølvsten, Mikkel, 2023.
"Testing many restrictions under heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 236(1).
- Stanislav Anatolyev & Mikkel S{o}lvsten, 2020. "Testing Many Restrictions Under Heteroskedasticity," Papers 2003.07320, arXiv.org, revised Jan 2023.
- Liang Jiang & Liyao Li & Ke Miao & Yichong Zhang, 2023. "Adjustment with Many Regressors Under Covariate-Adaptive Randomizations," Papers 2304.08184, arXiv.org, revised Nov 2024.
- Ng Cheuk Fai, 2022. "Robust Inference in High Dimensional Linear Model with Cluster Dependence," Papers 2212.05554, arXiv.org.
- Liu, Lin & Mukherjee, Rajarshi & Robins, James M., 2024. "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Journal of Econometrics, Elsevier, vol. 240(2).
- Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen, 2024. "Inference on the best policies with many covariates," Journal of Econometrics, Elsevier, vol. 239(2).
- Jochmans, K., 2019.
"Heteroskedasticity-Robust Inference in Linear Regression Models,"
Cambridge Working Papers in Economics
1957, Faculty of Economics, University of Cambridge.
Cited by:
- Anatolyev, Stanislav & Sølvsten, Mikkel, 2023.
"Testing many restrictions under heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 236(1).
- Stanislav Anatolyev & Mikkel S{o}lvsten, 2020. "Testing Many Restrictions Under Heteroskedasticity," Papers 2003.07320, arXiv.org, revised Jan 2023.
- Anatolyev, Stanislav & Sølvsten, Mikkel, 2023.
"Testing many restrictions under heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 236(1).
- Dhaene, G. & Jochmans, K., 2019.
"Profile-Score Adjustments for Incidental-Parameter Problems,"
Cambridge Working Papers in Economics
1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers Main hal-03460016, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
Cited by:
- Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling, 2022. "Inference on covariance-mean regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 318-338.
- Jochmans, K., 2019.
"Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data,"
Cambridge Working Papers in Economics
1958, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2023. "Modified-likelihood estimation of fixed-effect models for dyadic data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
- Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
Cited by:
- Shujie Ma & Liangjun Su & Yichong Zhang, 2020.
"Detecting Latent Communities in Network Formation Models,"
Papers
2005.03226, arXiv.org, revised Mar 2021.
- Ma, Shujie & Su, Liangjun & Zhang, Yichong, 2020. "Detecting Latent Communities in Network Formation Models," Economics and Statistics Working Papers 12-2020, Singapore Management University, School of Economics.
- Jochmans, K., 2019.
"Testing for Correlation in Error-Component Models,"
Cambridge Working Papers in Economics
1910, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2020. "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
Cited by:
- Jochmans, Koen, 2023. "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers 23-1481, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2018.
"Inference on a Distribution from Noisy Draws,"
Papers
1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
Cited by:
- Thierry Magnac & Sébastien Roux, 2021.
"Heterogeneity and wage inequalities over the life cycle,"
Post-Print
hal-04532017, HAL.
- Magnac, Thierry & Roux, Sébastien, 2021. "Heterogeneity and wage inequalities over the life cycle," European Economic Review, Elsevier, vol. 134(C).
- Magnac, Thierry & Roux, Sébastien, 2020. "Heterogeneity and Wage Inequalities over the Life Cycle," CEPR Discussion Papers 15083, C.E.P.R. Discussion Papers.
- Magnac, Thierry & Roux, Sébastien, 2019. "Heterogeneity and Wage Inequalities over the Life Cycle," TSE Working Papers 19-1041, Toulouse School of Economics (TSE), revised Mar 2021.
- Okui, Ryo & Yanagi, Takahide, 2019.
"Panel data analysis with heterogeneous dynamics,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
- Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
- Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
- Ryo Okui & Takahide Yanagi, 2018.
"Kernel Estimation for Panel Data with Heterogeneous Dynamics,"
Papers
1802.08825, arXiv.org, revised May 2019.
- Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
- Stéphane Bonhomme & Martin Weidner, 2019.
"Posterior average effects,"
CeMMAP working papers
CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Sep 2021.
- Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022.
"Skill, Scale, and Value Creation in the Mutual Fund Industry,"
Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
- Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021. "Skill, scale, and value creation in the mutual fund industry," Working Papers unige:150822, University of Geneva, Geneva School of Economics and Management.
- Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2022.
"Lifecycle Wages and Human Capital Investments: Selection and Missing Data,"
CEPR Discussion Papers
16999, C.E.P.R. Discussion Papers.
- Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2022. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," TSE Working Papers 22-1299, Toulouse School of Economics (TSE).
- Jochmans, K., 2018.
"A Portmanteau Test for Correlation in Short Panels,"
Cambridge Working Papers in Economics
1886, Faculty of Economics, University of Cambridge.
- Jochmans, Koen, 2020. "A Portmanteau Test For Correlation In Short Panels," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1159-1166, December.
Cited by:
- Jochmans, K. & Verardi, V., 2019. "xtserialpm: A portmanteau test for serial correlation in a linear panel model," Cambridge Working Papers in Economics 1944, Faculty of Economics, University of Cambridge.
- Jochmans, Koen, 2023. "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers 23-1481, Toulouse School of Economics (TSE).
- Sonja Đuričin & Isidora Beraha & Olivera Jovanović & Marija Mosurović Ružičić & Marija Lazarević-Moravčević & Mihailo Paunović, 2022. "The Efficiency of National Innovation Policy Programs: The Case of Serbia," Sustainability, MDPI, vol. 14(14), pages 1-14, July.
- Jochmans, K. & Otsu, T., 2018.
"Likelihood Corrections for Two-way Models,"
Cambridge Working Papers in Economics
1887, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Taisuke Otsu, 2019. "Likelihood Corrections for Two-way Models," Annals of Economics and Statistics, GENES, issue 134, pages 227-242.
- Jochmans, Koen & Otsu, Taisuke, 2019. "Likelihood corrections for two-way models," LSE Research Online Documents on Economics 102697, London School of Economics and Political Science, LSE Library.
- Koen Jochmans & Taisuke Otsu, 2018. "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series 598, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Cited by:
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2024.
"MCMC conditional maximum likelihood for the two-way fixed-effects logit,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 379-404, July.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
- Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Nov 2024.
- Koen Jochmans, 2017.
"Two-Way Models for Gravity,"
Post-Print
hal-03567923, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers Main hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," SciencePo Working papers Main hal-03567923, HAL.
Cited by:
- Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
- Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
- Martin, Will, 2020.
"Making Gravity Great Again,"
2020: Economic Implications of COVID-19, December 14-15, Virtual Platform
339376, International Agricultural Trade Research Consortium.
- Martin,William J., 2020. "Making Gravity Great Again," Policy Research Working Paper Series 9391, The World Bank.
- Jules Hugot & Camilo Umana Dajud, 2016. "Trade costs and the Suez and Panama Canals," Working Papers 2016-29, CEPII research center.
- Giorgio Fagiolo & Tommaso Rughi, 2021.
"Exploring the Macroeconomic Drivers of International Bilateral-Remittance Flows: A Gravity-Model Approach,"
LEM Papers Series
2021/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Tommaso Rughi, 2023. "Exploring the Macroeconomic Drivers of International Bilateral Remittance Flows: A Gravity-Model Approach," Economies, MDPI, vol. 11(7), pages 1-27, July.
- Bougherara, Douadia & Piet, Laurent, 2018.
"On the role of probability weighting on WTP for crop insurance with and without yield skewness,"
Working Papers
279351, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Douadia, Bougherara & Laurent, Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers SMART 18-08, INRAE UMR SMART.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," CEE-M Working Papers hal-01947417, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01911611, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01947417, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-02790605, HAL.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Koen Jochmans, 2022.
"Bias in instrumental-variable estimators of fixed-effect models for count data,"
Post-Print
hal-03699836, HAL.
- Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
- Jochmans, Koen, 2021. "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers 21-1276, Toulouse School of Economics (TSE).
- Juodis, Artūras & Sarafidis, Vasilis, 2022.
"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
- Hugo Rojas-Romagosa & Johannes Bollen, 2018. "Estimating migration changes from the EU’s free movement of people principle," CPB Discussion Paper 385, CPB Netherlands Bureau for Economic Policy Analysis.
- Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022.
"A Generalized Poisson-Pseudo Maximum Likelihood Estimator,"
CESifo Working Paper Series
10145, CESifo.
- Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014.
"Nonlinear Factor Models for Network and Panel Data,"
Papers
1412.5647, arXiv.org, revised Oct 2019.
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Pfaffermayr, Michael, 2021. "Confidence intervals for the trade cost parameters of cross-section gravity models," Economics Letters, Elsevier, vol. 201(C).
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
- Camilo Umana Dajud, 2016. "Do Visas Hinder International Trade in Goods?," Working Papers 2016-30, CEPII research center.
- Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Shipping Container Disruptions and U.S. Agricultural Exports," Working Papers 320397, International Agricultural Trade Research Consortium.
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jules Hugot and Camilo Umana-Dajud & Camilo Umaña-Dajud, 2017. "Trade Costs and the Suez and Panama Canals," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-33, March.
- Mario Larch & Yoto V. Yotov, 2024.
"Estimating the effects of trade agreements: Lessons from 60 years of methods and data,"
The World Economy, Wiley Blackwell, vol. 47(5), pages 1771-1799, May.
- Larch, Mario & Yotov, Yoto, 2023. "Estimating the Effects of Trade Agreements: Lessons From 60 Years of Methods and Data," School of Economics Working Paper Series 2023-4, LeBow College of Business, Drexel University.
- Mario Larch & Yoto V. Yotov, 2023. "Estimating the Effects of Trade Agreements: Lessons from 60 Years of Methods and Data," CESifo Working Paper Series 10267, CESifo.
- Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
- Michael Pfaffermayr, 2020.
"Constrained Poisson pseudo maximum likelihood estimation of structural gravity models,"
International Economics, CEPII research center, issue 161, pages 188-198.
- Pfaffermayr, Michael, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, vol. 161(C), pages 188-198.
- Choi Nakgyoon, 2018. "Economic Effects of Anti-Dumping Duties: Protectionist Measures or Trade Remedies?," Working Papers id:12447, eSocialSciences.
- Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Post-Print
hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
Cited by:
- Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021. "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers 2109.09043, arXiv.org, revised Nov 2023.
- Koen Jochmans, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Post-Print hal-04672521, HAL.
- Jochmans, Koen, 2024.
"Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”,"
TSE Working Papers
24-1514, Toulouse School of Economics (TSE).
- Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
- Oliver Cassagneau-Francis, 2022. "Essays on skills and education [Essais sur les compétences et l'éducation]," SciencePo Working papers Main tel-03857494, HAL.
- Martin Garcia-Vazquez, 2021. "Identification and Estimation of Non-stationary Hidden Markov Models," Working Papers 2021-023, Human Capital and Economic Opportunity Working Group.
- Koen Jochmans, 2017.
"Two-Way Models for Gravity,"
SciencePo Working papers Main
hal-03567923, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," Post-Print hal-03567923, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers Main hal-01114776, HAL.
Cited by:
- Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
- Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
- Martin, Will, 2020.
"Making Gravity Great Again,"
2020: Economic Implications of COVID-19, December 14-15, Virtual Platform
339376, International Agricultural Trade Research Consortium.
- Martin,William J., 2020. "Making Gravity Great Again," Policy Research Working Paper Series 9391, The World Bank.
- Jules Hugot & Camilo Umana Dajud, 2016. "Trade costs and the Suez and Panama Canals," Working Papers 2016-29, CEPII research center.
- Giorgio Fagiolo & Tommaso Rughi, 2021.
"Exploring the Macroeconomic Drivers of International Bilateral-Remittance Flows: A Gravity-Model Approach,"
LEM Papers Series
2021/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Tommaso Rughi, 2023. "Exploring the Macroeconomic Drivers of International Bilateral Remittance Flows: A Gravity-Model Approach," Economies, MDPI, vol. 11(7), pages 1-27, July.
- Bougherara, Douadia & Piet, Laurent, 2018.
"On the role of probability weighting on WTP for crop insurance with and without yield skewness,"
Working Papers
279351, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Douadia, Bougherara & Laurent, Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers SMART 18-08, INRAE UMR SMART.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," CEE-M Working Papers hal-01947417, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01911611, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01947417, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-02790605, HAL.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Koen Jochmans, 2022.
"Bias in instrumental-variable estimators of fixed-effect models for count data,"
Post-Print
hal-03699836, HAL.
- Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
- Jochmans, Koen, 2021. "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers 21-1276, Toulouse School of Economics (TSE).
- Juodis, Artūras & Sarafidis, Vasilis, 2022.
"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
- Hugo Rojas-Romagosa & Johannes Bollen, 2018. "Estimating migration changes from the EU’s free movement of people principle," CPB Discussion Paper 385, CPB Netherlands Bureau for Economic Policy Analysis.
- Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022.
"A Generalized Poisson-Pseudo Maximum Likelihood Estimator,"
CESifo Working Paper Series
10145, CESifo.
- Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014.
"Nonlinear Factor Models for Network and Panel Data,"
Papers
1412.5647, arXiv.org, revised Oct 2019.
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Pfaffermayr, Michael, 2021. "Confidence intervals for the trade cost parameters of cross-section gravity models," Economics Letters, Elsevier, vol. 201(C).
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
- Camilo Umana Dajud, 2016. "Do Visas Hinder International Trade in Goods?," Working Papers 2016-30, CEPII research center.
- Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Shipping Container Disruptions and U.S. Agricultural Exports," Working Papers 320397, International Agricultural Trade Research Consortium.
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jules Hugot and Camilo Umana-Dajud & Camilo Umaña-Dajud, 2017. "Trade Costs and the Suez and Panama Canals," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-33, March.
- Mario Larch & Yoto V. Yotov, 2024.
"Estimating the effects of trade agreements: Lessons from 60 years of methods and data,"
The World Economy, Wiley Blackwell, vol. 47(5), pages 1771-1799, May.
- Larch, Mario & Yotov, Yoto, 2023. "Estimating the Effects of Trade Agreements: Lessons From 60 Years of Methods and Data," School of Economics Working Paper Series 2023-4, LeBow College of Business, Drexel University.
- Mario Larch & Yoto V. Yotov, 2023. "Estimating the Effects of Trade Agreements: Lessons from 60 Years of Methods and Data," CESifo Working Paper Series 10267, CESifo.
- Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
- Michael Pfaffermayr, 2020.
"Constrained Poisson pseudo maximum likelihood estimation of structural gravity models,"
International Economics, CEPII research center, issue 161, pages 188-198.
- Pfaffermayr, Michael, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, vol. 161(C), pages 188-198.
- Choi Nakgyoon, 2018. "Economic Effects of Anti-Dumping Duties: Protectionist Measures or Trade Remedies?," Working Papers id:12447, eSocialSciences.
- Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2016.
"Bias-corrected estimation of panel vector autoregressions,"
Post-Print
hal-03392010, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016. "Bias-corrected estimation of panel vector autoregressions," Economics Letters, Elsevier, vol. 145(C), pages 98-103.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers hal-01174330, HAL.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers Main hal-01174330, HAL.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Working Papers hal-01174330, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers Main hal-03392010, HAL.
Cited by:
- Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido, 2024.
"Inference for Local Projections,"
CEPR Discussion Papers
19379, C.E.P.R. Discussion Papers.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
- Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
Working Paper Series
2024-24, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
- Ba Chu & Shafiullah Qureshi, 2020.
"Predicting the COVID-19 Pandemic in Canada and the US,"
Carleton Economic Papers
20-05, Carleton University, Department of Economics, revised 30 Jul 2020.
- Ba Chu & Shafiullah Qureshi, 2020. "Predicting the COVID-19 pandemic in Canada and the US," Economics Bulletin, AccessEcon, vol. 40(3), pages 2565-2585.
- Koen Jochmans, 2016.
"Semiparametric Analysis of Network Formation,"
SciencePo Working papers Main
hal-03393207, HAL.
- Koen Jochmans, 2018. "Semiparametric Analysis of Network Formation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
Cited by:
- Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
- Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
- David W. Hughes, 2021.
"Estimating Nonlinear Network Data Models with Fixed Effects,"
Boston College Working Papers in Economics
1058, Boston College Department of Economics.
- David W. Hughes, 2022. "Estimating Nonlinear Network Data Models with Fixed Effects," Papers 2203.15603, arXiv.org, revised Mar 2023.
- HOSHINO Tadao & SHIMAMOTO Daichi & TODO Yasuyuki, 2017.
"Accounting for Heterogeneity in Network Formation Behavior: An application to Vietnamese SMEs,"
Discussion papers
17023, Research Institute of Economy, Trade and Industry (RIETI).
- Tadao Hoshino & Daichi Shimamoto & Yasuyuki Todo, 2020. "Accounting for Heterogeneity in Network Formation Behaviour: An Application to Vietnamese SMEs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(5), pages 1042-1067, October.
- Gualdani, Cristina, 2018. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers 17-898, Toulouse School of Economics (TSE), revised Jul 2019.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2024.
"MCMC conditional maximum likelihood for the two-way fixed-effects logit,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 379-404, July.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
- Áureo de Paula, 2020.
"Econometric Models of Network Formation,"
CeMMAP working papers
CWP4/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aureo de Paula, 2019. "Econometric Models of Network Formation," Papers 1910.07781, arXiv.org, revised Jan 2020.
- Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
- de Paula, Aureo, 2020. "Econometric Models of Network Formation," CEPR Discussion Papers 14304, C.E.P.R. Discussion Papers.
- Jochmans, K., 2019.
"Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data,"
Cambridge Working Papers in Economics
1958, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2023. "Modified-likelihood estimation of fixed-effect models for dyadic data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
- Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
- Gao, Wayne Yuan & Li, Ming & Xu, Sheng, 2023.
"Logical differencing in dyadic network formation models with nontransferable utilities,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 302-324.
- Wayne Yuan Gao & Ming Li & Sheng Xu, 2020. "Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities," Papers 2001.00691, arXiv.org, revised Jul 2021.
- Bryan S. Graham, 2019.
"Network Data,"
Papers
1912.06346, arXiv.org.
- Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
- Chih‐Sheng Hsieh & Lung‐Fei Lee & Vincent Boucher, 2020.
"Specification and estimation of network formation and network interaction models with the exponential probability distribution,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1349-1390, November.
- Hsieh, Chih-Sheng & Lee, Lung fei, 2017. "Specification and Estimation of Network Formation and Network Interaction Models with the Exponential Probability Distribution," MPRA Paper 60726, University Library of Munich, Germany.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018.
"Network and Panel Quantile Effects Via Distribution Regression,"
Papers
1803.08154, arXiv.org, revised Jun 2020.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021.
"Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models,"
MPRA Paper
110031, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
- Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
- André, Pierre & Dupraz, Yannick, 2019.
"Education and Polygamy: Evidence from Cameroon,"
CAGE Online Working Paper Series
435, Competitive Advantage in the Global Economy (CAGE).
- Pierre André & Yannick Dupraz, 2023. "Education and polygamy: Evidence from Cameroon," Post-Print hal-04024207, HAL.
- André, Pierre & Dupraz, Yannick, 2023. "Education and polygamy: Evidence from Cameroon," Journal of Development Economics, Elsevier, vol. 162(C).
- André, Pierre & Dupraz, Yannick, 2019. "Education and Polygamy : Evidence from Cameroon," The Warwick Economics Research Paper Series (TWERPS) 1219, University of Warwick, Department of Economics.
- Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
- Candelaria, Luis E. & Ura, Takuya, 2023. "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, vol. 235(2), pages 862-891.
- Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers 08/17, Institute for Fiscal Studies.
- Tadao Hoshino, 2020. "A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel," Papers 2012.14886, arXiv.org, revised Feb 2021.
- Yong Cai, 2022. "Linear Regression with Centrality Measures," Papers 2210.10024, arXiv.org.
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
- Braun, Martin & Verdier, Valentin, 2023. "Estimation of spillover effects with matched data or longitudinal network data," Journal of Econometrics, Elsevier, vol. 233(2), pages 689-714.
- Gao, Wayne Yuan, 2020. "Nonparametric identification in index models of link formation," Journal of Econometrics, Elsevier, vol. 215(2), pages 399-413.
- Andrin Pelican & Bryan S. Graham, 2020.
"An optimal test for strategic interaction in social and economic network formation between heterogeneous agents,"
Papers
2009.00212, arXiv.org, revised May 2022.
- Andrin Pelican & Bryan S. Graham, 2020. "An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents," NBER Working Papers 27793, National Bureau of Economic Research, Inc.
- L. Sanna Stephan, 2024. "Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics," Papers 2408.04552, arXiv.org.
- Nils Breitmar & Matthew C. Harding & Hanqiao Zhang, 2024. "Analysis of Proximity Informed User Behavior in a Global Online Social Network," Papers 2404.18979, arXiv.org.
- Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
- Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Cathy Yi-hsuan & Okhrin, Yarema & Wang, Tengyao, 2022. "Monitoring network changes in social media," LSE Research Online Documents on Economics 113742, London School of Economics and Political Science, LSE Library.
- Koen Jochmans & Martin Weidner, 2016.
"Fixed-Effect Regressions on Network Data,"
Papers
1608.01532, arXiv.org, revised Apr 2019.
- Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
- Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Katarína Borovičková & Robert Shimer, 2017. "High Wage Workers Work for High Wage Firms," NBER Working Papers 24074, National Bureau of Economic Research, Inc.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Philippe CHONÉ & Lionel WILNER, 2019.
"Competition on Unobserved Attributes: The Case of the Hospital Industry,"
Working Papers
2019-21, Center for Research in Economics and Statistics.
- P. Choné & L. Wilner, 2019. "Competition on Unobserved Attributes: The Case of the Hospital Industry," Documents de Travail de l'Insee - INSEE Working Papers g2019-07, Institut National de la Statistique et des Etudes Economiques.
- Philippe Choné & Lionel Wilner, 2022. "Financial Incentives and Competitive Pressure: The Case of the Hospital Industry," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 626-666.
- Philippe Choné & Lionel Wilner, 2015. "Complementarity or substitutability in networks? Methodology and application to the hospital industry," Working Papers 2015-07, Center for Research in Economics and Statistics.
- Choné, Philippe & Wilner, Lionel, 2020. "Financial Incentives and Competitive Pressure: The Case of the Hospital Industry," CEPR Discussion Papers 14328, C.E.P.R. Discussion Papers.
- Vanessa Alviarez & Keith Head & Thierry Mayer, 2021.
"Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition,"
SciencePo Working papers
hal-03389199, HAL.
- Mayer, Thierry & Alviarez, Vanessa & Head, Keith, 2020. "Global giants and local stars: How changes in brand ownership affect competition," CEPR Discussion Papers 14628, C.E.P.R. Discussion Papers.
- Alviarez, Vanessa & Head, Keith & Mayer, Thierry, 2021. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," IDB Publications (Working Papers) 11329, Inter-American Development Bank.
- Vanessa Alviarez & Keith Head & Thierry Mayer, 2021. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," Working Papers hal-03389199, HAL.
- Vanessa Alviarez & Keith Head & Thierry Mayer, 2020. "Global giants and local stars: How changes in brand ownership affect competition," Working Papers 2020-13, CEPII research center.
- Vanessa Alviarez & Keith Head & Thierry Mayer, 2020. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," Working Papers wp2020_2009, CEMFI.
- Vanessa Alviarez & Keith Head & Thierry Mayer, 2021. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," SciencePo Working papers Main hal-03389199, HAL.
- Stephane Bonhomme & Angela Denis, 2024. "Estimating Heterogeneous Effects: Applications to Labor Economics," Papers 2404.01495, arXiv.org.
- Ester Faia & Gianmarco I. P. Ottaviano & Saverio Spinella, 2023.
"Robot adoption, worker-firm sorting and wage inequality: evidence from administrative panel data,"
CEP Discussion Papers
dp1902, Centre for Economic Performance, LSE.
- Faia, Ester & Ottaviano, Gianmarco Ireo Paolo & Spinella, Saverio, 2023. "Robot adoption, worker-firm sorting and wage inequality: evidence from administrative panel data," LSE Research Online Documents on Economics 121328, London School of Economics and Political Science, LSE Library.
- Faia, Ester & Ottaviano, Gianmarco & Spinella, Saverio, 2022. "Robot Adoption, Worker-Firm Sorting and Wage Inequality: Evidence from Administrative Panel Data," CEPR Discussion Papers 17451, C.E.P.R. Discussion Papers.
- Ajay Bhaskarabhatla & Luis Cabral & Deepak Hegde & Thomas Peeters, 2021. "Are Inventors or Firms the Engines of Innovation?," Management Science, INFORMS, vol. 67(6), pages 3899-3920, June.
- Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020.
"Leave‐Out Estimation of Variance Components,"
Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
- Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2019. "Leave-out Estimation of Variance Components," NBER Working Papers 26244, National Bureau of Economic Research, Inc.
- Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018. "Leave-out estimation of variance components," Papers 1806.01494, arXiv.org, revised Aug 2019.
- Bonhomme, Stéphane & Holzheu, Kerstin & Lamadon, Thibaut & Manresa, Elena & Mogstad, Magne & Setzler, Bradley, 2021.
"How much should we trust estimates of firm effcts and worker sorting?,"
Working Paper Series
2021:20, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023. "How Much Should We Trust Estimates of Firm Effects and Worker Sorting?," Journal of Labor Economics, University of Chicago Press, vol. 41(2), pages 291-322.
- Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2020. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," Working Papers 2020-77, Becker Friedman Institute for Research In Economics.
- Stephane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," SciencePo Working papers Main hal-03882713, HAL.
- Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2020. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," NBER Working Papers 27368, National Bureau of Economic Research, Inc.
- Stephane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," Post-Print hal-03882713, HAL.
- Peeters, Thomas & van Ours, Jan C., 2022.
"International Assortative Matching in the European Labor Market,"
IZA Discussion Papers
15521, Institute of Labor Economics (IZA).
- Thomas Peeters & Jan C. van Ours, 2022. "International Assortative Matching in the European Labor Market," Tinbergen Institute Discussion Papers 22-057/V, Tinbergen Institute.
- van Ours, Jan C. & Peeters, Thomas, 2022. "International Assortative Matching in the European Labor Market," CEPR Discussion Papers 17630, C.E.P.R. Discussion Papers.
- Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017.
"Discretizing unobserved heterogeneity,"
IFS Working Papers
W17/03, Institute for Fiscal Studies.
- Bonhomme, Stéphane & Lamadon, Thibaut & Manresa, Elena, 2017. "Discretizing Unobserved Heterogeneity," Working Paper Series 2017:21, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
- St'ephane Bonhomme Thibaut Lamadon Elena Manresa, 2021. "Discretizing Unobserved Heterogeneity," Papers 2102.02124, arXiv.org.
- Arthur Lewbel & Samuel Norris & Krishna Pendakur & Xi Qu, 2018.
"Consumption Peer Effects and Utility Needs in India,"
Boston College Working Papers in Economics
958, Boston College Department of Economics, revised 15 Sep 2021.
- Arthur Lewbel & Samuel Norris & Krishna Pendakur & Xi Qu, 2022. "Consumption peer effects and utility needs in India," Quantitative Economics, Econometric Society, vol. 13(3), pages 1257-1295, July.
- Halvarsson, Daniel & Lark, Olga & Gustavsson Tingvall, Patrik, 2022. "Foreign Ownership and Transferring of Gender Norms," Working Paper Series 1433, Research Institute of Industrial Economics.
- Halvarsson, Daniel & Lark, Olga & Gustavsson Tingvall, Patrik, 2022. "Foreign Ownership and Transferring of Gender Norms," Working Papers 2022:6, Lund University, Department of Economics.
- Esteves, Rui & Geisler Mesevage, Gabriel, 2019. "Social Networks in Economic History: Opportunities and Challenges," Explorations in Economic History, Elsevier, vol. 74(C).
- Francis Kramarz & Julien Martin & Isabelle Mejean, 2020.
"Volatility in the Small and in the Large: the Lack of Diversification in International Trade,"
Post-Print
hal-04207800, HAL.
- Francis Kramarz & Julien Martin & Isabelle Mejean, 2020. "Volatility in the Small and in the Large: the Lack of Diversification in International Trade," SciencePo Working papers Main hal-04207800, HAL.
- Kramarz, Francis & Martin, Julien & Mejean, Isabelle, 2020. "Volatility in the small and in the large: The lack of diversification in international trade," Journal of International Economics, Elsevier, vol. 122(C).
- Martin, Julien & Kramarz, Francis & Mejean, Isabelle, 2016. "Volatility in the Small and in the Large: The Lack of Diversification in International Trade," CEPR Discussion Papers 11534, C.E.P.R. Discussion Papers.
- Michael P. Leung, 2021.
"Network Cluster-Robust Inference,"
Papers
2103.01470, arXiv.org, revised Feb 2023.
- Michael P. Leung, 2023. "Network Cluster‐Robust Inference," Econometrica, Econometric Society, vol. 91(2), pages 641-667, March.
- Junhui Cai & Dan Yang & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org.
- Jochmans, K., 2019. "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics 1957, Faculty of Economics, University of Cambridge.
- Bartanen, Brendan & Husain, Aliza N., 2022. "Connected networks in principal value-added models," Economics of Education Review, Elsevier, vol. 90(C).
- Koen Jochmans, 2016.
"Semiparametric Analysis of Network Formation,"
SciencePo Working papers Main
hal-03393207, HAL.
- Koen Jochmans, 2018. "Semiparametric Analysis of Network Formation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
Cited by:
- Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
- Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
- David W. Hughes, 2021.
"Estimating Nonlinear Network Data Models with Fixed Effects,"
Boston College Working Papers in Economics
1058, Boston College Department of Economics.
- David W. Hughes, 2022. "Estimating Nonlinear Network Data Models with Fixed Effects," Papers 2203.15603, arXiv.org, revised Mar 2023.
- HOSHINO Tadao & SHIMAMOTO Daichi & TODO Yasuyuki, 2017.
"Accounting for Heterogeneity in Network Formation Behavior: An application to Vietnamese SMEs,"
Discussion papers
17023, Research Institute of Economy, Trade and Industry (RIETI).
- Tadao Hoshino & Daichi Shimamoto & Yasuyuki Todo, 2020. "Accounting for Heterogeneity in Network Formation Behaviour: An Application to Vietnamese SMEs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(5), pages 1042-1067, October.
- Gualdani, Cristina, 2018. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers 17-898, Toulouse School of Economics (TSE), revised Jul 2019.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2024.
"MCMC conditional maximum likelihood for the two-way fixed-effects logit,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 379-404, July.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
- Áureo de Paula, 2020.
"Econometric Models of Network Formation,"
CeMMAP working papers
CWP4/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aureo de Paula, 2019. "Econometric Models of Network Formation," Papers 1910.07781, arXiv.org, revised Jan 2020.
- Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
- de Paula, Aureo, 2020. "Econometric Models of Network Formation," CEPR Discussion Papers 14304, C.E.P.R. Discussion Papers.
- Jochmans, K., 2019.
"Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data,"
Cambridge Working Papers in Economics
1958, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2023. "Modified-likelihood estimation of fixed-effect models for dyadic data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
- Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
- Gao, Wayne Yuan & Li, Ming & Xu, Sheng, 2023.
"Logical differencing in dyadic network formation models with nontransferable utilities,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 302-324.
- Wayne Yuan Gao & Ming Li & Sheng Xu, 2020. "Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities," Papers 2001.00691, arXiv.org, revised Jul 2021.
- Bryan S. Graham, 2019.
"Network Data,"
Papers
1912.06346, arXiv.org.
- Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
- Chih‐Sheng Hsieh & Lung‐Fei Lee & Vincent Boucher, 2020.
"Specification and estimation of network formation and network interaction models with the exponential probability distribution,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1349-1390, November.
- Hsieh, Chih-Sheng & Lee, Lung fei, 2017. "Specification and Estimation of Network Formation and Network Interaction Models with the Exponential Probability Distribution," MPRA Paper 60726, University Library of Munich, Germany.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018.
"Network and Panel Quantile Effects Via Distribution Regression,"
Papers
1803.08154, arXiv.org, revised Jun 2020.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021.
"Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models,"
MPRA Paper
110031, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
- Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
- André, Pierre & Dupraz, Yannick, 2019.
"Education and Polygamy: Evidence from Cameroon,"
CAGE Online Working Paper Series
435, Competitive Advantage in the Global Economy (CAGE).
- Pierre André & Yannick Dupraz, 2023. "Education and polygamy: Evidence from Cameroon," Post-Print hal-04024207, HAL.
- André, Pierre & Dupraz, Yannick, 2023. "Education and polygamy: Evidence from Cameroon," Journal of Development Economics, Elsevier, vol. 162(C).
- André, Pierre & Dupraz, Yannick, 2019. "Education and Polygamy : Evidence from Cameroon," The Warwick Economics Research Paper Series (TWERPS) 1219, University of Warwick, Department of Economics.
- Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
- Candelaria, Luis E. & Ura, Takuya, 2023. "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, vol. 235(2), pages 862-891.
- Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers 08/17, Institute for Fiscal Studies.
- Tadao Hoshino, 2020. "A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel," Papers 2012.14886, arXiv.org, revised Feb 2021.
- Yong Cai, 2022. "Linear Regression with Centrality Measures," Papers 2210.10024, arXiv.org.
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
- Braun, Martin & Verdier, Valentin, 2023. "Estimation of spillover effects with matched data or longitudinal network data," Journal of Econometrics, Elsevier, vol. 233(2), pages 689-714.
- Gao, Wayne Yuan, 2020. "Nonparametric identification in index models of link formation," Journal of Econometrics, Elsevier, vol. 215(2), pages 399-413.
- Andrin Pelican & Bryan S. Graham, 2020.
"An optimal test for strategic interaction in social and economic network formation between heterogeneous agents,"
Papers
2009.00212, arXiv.org, revised May 2022.
- Andrin Pelican & Bryan S. Graham, 2020. "An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents," NBER Working Papers 27793, National Bureau of Economic Research, Inc.
- L. Sanna Stephan, 2024. "Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics," Papers 2408.04552, arXiv.org.
- Nils Breitmar & Matthew C. Harding & Hanqiao Zhang, 2024. "Analysis of Proximity Informed User Behavior in a Global Online Social Network," Papers 2404.18979, arXiv.org.
- Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
- Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Cathy Yi-hsuan & Okhrin, Yarema & Wang, Tengyao, 2022. "Monitoring network changes in social media," LSE Research Online Documents on Economics 113742, London School of Economics and Political Science, LSE Library.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016.
"Estimating Multivariate Latent-Structure Models,"
Post-Print
hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-03392022, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
SciencePo Working papers Main
hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Ying Liu & Steven Andrew Culpepper & Yuguo Chen, 2023. "Identifiability of Hidden Markov Models for Learning Trajectories in Cognitive Diagnosis," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 361-386, June.
- Jochmans, K. & Weidner, M., 2019.
"Inference on a distribution from noisy draws,"
Cambridge Working Papers in Economics
1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & Michio Suzuki, 2023.
"Identification and Estimation of Production Function with Unobserved Heterogeneity,"
Papers
2305.12067, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & CMichio Suzuki, 2023. "Identification and Estimation of Production Function with Unobserved Heterogeneity," TUPD Discussion Papers 38, Graduate School of Economics and Management, Tohoku University.
- Paul Schrimpf & Michio Suzuki & Hiroyuki Kasahara, 2015. "Identification and Estimation of Production Function with Unobserved Heterogeneity," 2015 Meeting Papers 924, Society for Economic Dynamics.
- Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
- Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016.
"Estimating Multivariate Latent-Structure Models,"
SciencePo Working papers Main
hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
SciencePo Working papers Main
hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Ying Liu & Steven Andrew Culpepper & Yuguo Chen, 2023. "Identifiability of Hidden Markov Models for Learning Trajectories in Cognitive Diagnosis," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 361-386, June.
- Jochmans, K. & Weidner, M., 2019.
"Inference on a distribution from noisy draws,"
Cambridge Working Papers in Economics
1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & Michio Suzuki, 2023.
"Identification and Estimation of Production Function with Unobserved Heterogeneity,"
Papers
2305.12067, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & CMichio Suzuki, 2023. "Identification and Estimation of Production Function with Unobserved Heterogeneity," TUPD Discussion Papers 38, Graduate School of Economics and Management, Tohoku University.
- Paul Schrimpf & Michio Suzuki & Hiroyuki Kasahara, 2015. "Identification and Estimation of Production Function with Unobserved Heterogeneity," 2015 Meeting Papers 924, Society for Economic Dynamics.
- Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
- Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- Geert Dhaene & Koen Jochmans, 2016.
"Likelihood Inference in an Autoregression with Fixed Effects,"
SciencePo Working papers Main
hal-03391995, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
Cited by:
- Ivan Fernandez-Val & Martin Weidner, 2018.
"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
- Jose Diogo Barbosa & Marcelo Moreira, 2017.
"Likelihood inference and the role of initial conditions for the dynamic panel data model,"
CeMMAP working papers
CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Barbosa, José Diogo & Moreira, Marcelo J., 2021. "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
- Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 788, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- DHAENE, Geert & JOCHMANS, Koen, 2010.
"Split-panel jackknife estimation of fixed-effect models,"
LIDAM Discussion Papers CORE
2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Javier Álvarez & Manuel Arellano, 2004.
"Robust Likelihood Estimation of Dynamic Panel Data Models,"
Working Papers
wp2004_0421, CEMFI.
- Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Kruiniger, Hugo, 2018.
"A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions,"
MPRA Paper
110375, University Library of Munich, Germany, revised 15 Aug 2021.
- Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
- Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
- Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
SciencePo Working papers Main
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017.
"On Maximum Likelihood Estimation of Dynamic Panel Data Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014. "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers 14-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers 04/17, Institute for Fiscal Studies.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, vol. 3(3), pages 1-31, July.
- Koen Jochmans, 2023.
"Bootstrap inference for fixed-effect models,"
French Stata Users' Group Meetings 2023
21, Stata Users Group.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2021.
"Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey,"
Land Economics, University of Wisconsin Press, vol. 97(4), pages 875-892.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2020. "Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey," Center for Agricultural and Rural Development (CARD) Publications 20-wp612, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017.
"Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects,"
DEM Discussion Paper Series
17-01, Department of Economics at the University of Luxembourg.
- Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
- Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- Sebastian Kripfganz & Jörg Breitung, 2022. "Bias-corrected estimation of linear dynamic panel data models," London Stata Conference 2022 05, Stata Users Group.
- Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016.
"Estimating Multivariate Latent-Structure Models,"
SciencePo Working papers Main
hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
SciencePo Working papers Main
hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Ying Liu & Steven Andrew Culpepper & Yuguo Chen, 2023. "Identifiability of Hidden Markov Models for Learning Trajectories in Cognitive Diagnosis," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 361-386, June.
- Jochmans, K. & Weidner, M., 2019.
"Inference on a distribution from noisy draws,"
Cambridge Working Papers in Economics
1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & Michio Suzuki, 2023.
"Identification and Estimation of Production Function with Unobserved Heterogeneity,"
Papers
2305.12067, arXiv.org.
- Hiroyuki Kasahara & Paul Schrimpf & CMichio Suzuki, 2023. "Identification and Estimation of Production Function with Unobserved Heterogeneity," TUPD Discussion Papers 38, Graduate School of Economics and Management, Tohoku University.
- Paul Schrimpf & Michio Suzuki & Hiroyuki Kasahara, 2015. "Identification and Estimation of Production Function with Unobserved Heterogeneity," 2015 Meeting Papers 924, Society for Economic Dynamics.
- Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
- Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- Geert Dhaene & Koen Jochmans, 2016.
"Likelihood Inference in an Autoregression with Fixed Effects,"
Post-Print
hal-03391995, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
Cited by:
- Ivan Fernandez-Val & Martin Weidner, 2018.
"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
- Jose Diogo Barbosa & Marcelo Moreira, 2017.
"Likelihood inference and the role of initial conditions for the dynamic panel data model,"
CeMMAP working papers
CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Barbosa, José Diogo & Moreira, Marcelo J., 2021. "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
- Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 788, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- DHAENE, Geert & JOCHMANS, Koen, 2010.
"Split-panel jackknife estimation of fixed-effect models,"
LIDAM Discussion Papers CORE
2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Javier Álvarez & Manuel Arellano, 2004.
"Robust Likelihood Estimation of Dynamic Panel Data Models,"
Working Papers
wp2004_0421, CEMFI.
- Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Kruiniger, Hugo, 2018.
"A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions,"
MPRA Paper
110375, University Library of Munich, Germany, revised 15 Aug 2021.
- Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
- Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
- Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
SciencePo Working papers Main
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017.
"On Maximum Likelihood Estimation of Dynamic Panel Data Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014. "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers 14-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers 04/17, Institute for Fiscal Studies.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, vol. 3(3), pages 1-31, July.
- Koen Jochmans, 2023.
"Bootstrap inference for fixed-effect models,"
French Stata Users' Group Meetings 2023
21, Stata Users Group.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2021.
"Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey,"
Land Economics, University of Wisconsin Press, vol. 97(4), pages 875-892.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2020. "Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey," Center for Agricultural and Rural Development (CARD) Publications 20-wp612, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017.
"Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects,"
DEM Discussion Paper Series
17-01, Department of Economics at the University of Luxembourg.
- Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
- Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- Sebastian Kripfganz & Jörg Breitung, 2022. "Bias-corrected estimation of linear dynamic panel data models," London Stata Conference 2022 05, Stata Users Group.
- Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
- Koen Jochmans & Geert Dhaene, 2015.
"Bias-corrected estimation of panel vector autoregressions,"
SciencePo Working papers Main
hal-01174330, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016. "Bias-corrected estimation of panel vector autoregressions," Economics Letters, Elsevier, vol. 145(C), pages 98-103.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers hal-01174330, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Bias-corrected estimation of panel vector autoregressions," Post-Print hal-03392010, HAL.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Working Papers hal-01174330, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers Main hal-03392010, HAL.
Cited by:
- Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido, 2024.
"Inference for Local Projections,"
CEPR Discussion Papers
19379, C.E.P.R. Discussion Papers.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
- Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
Working Paper Series
2024-24, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
- Ba Chu & Shafiullah Qureshi, 2020.
"Predicting the COVID-19 Pandemic in Canada and the US,"
Carleton Economic Papers
20-05, Carleton University, Department of Economics, revised 30 Jul 2020.
- Ba Chu & Shafiullah Qureshi, 2020. "Predicting the COVID-19 pandemic in Canada and the US," Economics Bulletin, AccessEcon, vol. 40(3), pages 2565-2585.
- Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015.
"Nonparametric estimation of finite mixtures from repeated measurements,"
Post-Print
hal-03568247, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Non-parametric estimation of finite mixtures from repeated measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.
- Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015. "Nonparametric estimation of finite mixtures from repeated measurements," SciencePo Working papers Main hal-03568247, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
SciencePo Working papers Main
hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Rasmus Lentz & Jean Marc Robin & Suphanit Piyapromdee, 2018.
"On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data,"
2018 Meeting Papers
469, Society for Economic Dynamics.
- Rasmus Lentz & Suphanit Piyapromdee & Jean-Marc Robin, 2018. "On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data," PIER Discussion Papers 91, Puey Ungphakorn Institute for Economic Research.
- Jochmans, K. & Weidner, M., 2019.
"Inference on a distribution from noisy draws,"
Cambridge Working Papers in Economics
1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Christoph Engel, 2019.
"Estimating Heterogeneous Reactions to Experimental Treatments,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2019_01, Max Planck Institute for Research on Collective Goods.
- Engel, Christoph, 2020. "Estimating heterogeneous reactions to experimental treatments," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 124-147.
- Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
- Xiaotian Zhu & David R. Hunter, 2019. "Clustering via finite nonparametric ICA mixture models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 65-87, March.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Bellemare, Charles & Sebald, Alexander, 2019.
"Measuring Belief-Dependent Preferences without Information about Beliefs,"
IZA Discussion Papers
12153, Institute of Labor Economics (IZA).
- Charles Bellemare & Alexander Sebald, 2019. "Measuring Belief-Dependent Preferences without Information about Beliefs," CESifo Working Paper Series 7505, CESifo.
- Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
- Stephane Bonhomme, 2021. "Teams: Heterogeneity, Sorting, and Complementarity," Papers 2102.01802, arXiv.org.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Koen Jochmans, 2015.
"Multiplicative-error models with sample selection,"
Post-Print
hal-03392990, HAL.
- Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
Cited by:
- Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
- Chirok Han & Goeun Lee, 2017. "Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects," Discussion Paper Series 1707, Institute of Economic Research, Korea University.
- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Koen Jochmans, 2015.
"Two-way models for gravity,"
SciencePo Working papers
hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," Post-Print hal-03567923, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers Main hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," SciencePo Working papers Main hal-03567923, HAL.
Cited by:
- Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
- Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
- Martin, Will, 2020.
"Making Gravity Great Again,"
2020: Economic Implications of COVID-19, December 14-15, Virtual Platform
339376, International Agricultural Trade Research Consortium.
- Martin,William J., 2020. "Making Gravity Great Again," Policy Research Working Paper Series 9391, The World Bank.
- Jules Hugot & Camilo Umana Dajud, 2016. "Trade costs and the Suez and Panama Canals," Working Papers 2016-29, CEPII research center.
- Giorgio Fagiolo & Tommaso Rughi, 2021.
"Exploring the Macroeconomic Drivers of International Bilateral-Remittance Flows: A Gravity-Model Approach,"
LEM Papers Series
2021/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Tommaso Rughi, 2023. "Exploring the Macroeconomic Drivers of International Bilateral Remittance Flows: A Gravity-Model Approach," Economies, MDPI, vol. 11(7), pages 1-27, July.
- Bougherara, Douadia & Piet, Laurent, 2018.
"On the role of probability weighting on WTP for crop insurance with and without yield skewness,"
Working Papers
279351, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Douadia, Bougherara & Laurent, Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers SMART 18-08, INRAE UMR SMART.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," CEE-M Working Papers hal-01947417, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01911611, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-01947417, HAL.
- Douadia Bougherara & Laurent Piet, 2018. "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers hal-02790605, HAL.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Koen Jochmans, 2022.
"Bias in instrumental-variable estimators of fixed-effect models for count data,"
Post-Print
hal-03699836, HAL.
- Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
- Jochmans, Koen, 2021. "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers 21-1276, Toulouse School of Economics (TSE).
- Juodis, Artūras & Sarafidis, Vasilis, 2022.
"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
- Hugo Rojas-Romagosa & Johannes Bollen, 2018. "Estimating migration changes from the EU’s free movement of people principle," CPB Discussion Paper 385, CPB Netherlands Bureau for Economic Policy Analysis.
- Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022.
"A Generalized Poisson-Pseudo Maximum Likelihood Estimator,"
CESifo Working Paper Series
10145, CESifo.
- Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014.
"Nonlinear Factor Models for Network and Panel Data,"
Papers
1412.5647, arXiv.org, revised Oct 2019.
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Pfaffermayr, Michael, 2021. "Confidence intervals for the trade cost parameters of cross-section gravity models," Economics Letters, Elsevier, vol. 201(C).
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
- Camilo Umana Dajud, 2016. "Do Visas Hinder International Trade in Goods?," Working Papers 2016-30, CEPII research center.
- Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Shipping Container Disruptions and U.S. Agricultural Exports," Working Papers 320397, International Agricultural Trade Research Consortium.
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jules Hugot and Camilo Umana-Dajud & Camilo Umaña-Dajud, 2017. "Trade Costs and the Suez and Panama Canals," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-33, March.
- Mario Larch & Yoto V. Yotov, 2024.
"Estimating the effects of trade agreements: Lessons from 60 years of methods and data,"
The World Economy, Wiley Blackwell, vol. 47(5), pages 1771-1799, May.
- Larch, Mario & Yotov, Yoto, 2023. "Estimating the Effects of Trade Agreements: Lessons From 60 Years of Methods and Data," School of Economics Working Paper Series 2023-4, LeBow College of Business, Drexel University.
- Mario Larch & Yoto V. Yotov, 2023. "Estimating the Effects of Trade Agreements: Lessons from 60 Years of Methods and Data," CESifo Working Paper Series 10267, CESifo.
- Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
- Michael Pfaffermayr, 2020.
"Constrained Poisson pseudo maximum likelihood estimation of structural gravity models,"
International Economics, CEPII research center, issue 161, pages 188-198.
- Pfaffermayr, Michael, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, vol. 161(C), pages 188-198.
- Choi Nakgyoon, 2018. "Economic Effects of Anti-Dumping Duties: Protectionist Measures or Trade Remedies?," Working Papers id:12447, eSocialSciences.
- Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
SciencePo Working papers Main
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
Cited by:
- Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling, 2022. "Inference on covariance-mean regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 318-338.
- Geert Dhaene & Koen Jochmans, 2014.
"Split-Panel Jackknife Estimation of Fixed-Effect Models,"
SciencePo Working papers Main
hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
Cited by:
- Ivan Fernandez-Val & Martin Weidner, 2013.
"Individual and Time Effects in Nonlinear Panel Models with Large N, T,"
Papers
1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Geert Dhaene & Koen Jochmans, 2011.
"Profile-score Adjustements for Nonlinearfixed-effect Models,"
SciencePo Working papers Main
hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
- Ghazala Aziz & Suleman Sarwar, 2023. "Empirical Evidence of Environmental Technologies, Renewable Energy and Tourism to Minimize the Environmental Damages: Implication of Advanced Panel Analysis," IJERPH, MDPI, vol. 20(6), pages 1-20, March.
- Michael L. Polemis, 2020.
"A note on the estimation of competition-productivity nexus: a panel quantile approach,"
Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
- Polemis, Michael, 2019. "A note on the estimation of competition-productivity nexus: A panel quantile approach," MPRA Paper 96808, University Library of Munich, Germany.
- David W. Hughes, 2021.
"Estimating Nonlinear Network Data Models with Fixed Effects,"
Boston College Working Papers in Economics
1058, Boston College Department of Economics.
- David W. Hughes, 2022. "Estimating Nonlinear Network Data Models with Fixed Effects," Papers 2203.15603, arXiv.org, revised Mar 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021.
"Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels,"
Globalization Institute Working Papers
409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Papers 2311.02196, arXiv.org.
- Alexander Chudik & M. Hashem Pesaran, 2018.
"Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators,"
Globalization Institute Working Papers
349, Federal Reserve Bank of Dallas.
- Chudik, Alexander & Pesaran, M. Hashem, 2019. "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, vol. 175(C), pages 101-105.
- Ivan Fernandez-Val & Martin Weidner, 2018.
"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
- Pauly, Stefan & Stipanicic, Fernando, 2021. "The creation and diffusion of knowledge: Evidence from the Jet Age," CEPREMAP Working Papers (Docweb) 2112, CEPREMAP.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Dennis Kristensen & Bernard Salanie, 2013.
"Higher-order properties of approximate estimators,"
CeMMAP working papers
45/13, Institute for Fiscal Studies.
- Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
- Hospido, Laura, 2015. "Wage dynamics in the presence of unobserved individual and job heterogeneity," Labour Economics, Elsevier, vol. 33(C), pages 81-93.
- Okui, Ryo & Yanagi, Takahide, 2019.
"Panel data analysis with heterogeneous dynamics,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
- Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
- Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
- Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022. "Bootstrap inference in the presence of bias," Papers 2208.02028, arXiv.org, revised Nov 2023.
- Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 35/14, Institute for Fiscal Studies.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020.
"A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels,"
Monash Econometrics and Business Statistics Working Papers
32/20, Monash University, Department of Econometrics and Business Statistics.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- Hyungsik Roger Moon & Martin Weidner, 2013.
"Dynamic linear panel regression models with interactive fixed effects,"
CeMMAP working papers
CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
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hal-01053810, HAL.
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- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Estimating Multivariate Latent-Structure Models,"
SciencePo Working papers Main
hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
SciencePo Working papers Main
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Working Papers hal-01053810, HAL.
Cited by:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Estimating Multivariate Latent-Structure Models,"
SciencePo Working papers Main
hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017.
"Inference on Two-Component Mixtures under Tail Restrictions,"
SciencePo Working papers Main
hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Koen Jochmans, 2014.
"Multiplicative-error models with sample selection,"
SciencePo Working papers
hal-00987290, HAL.
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- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
Cited by:
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- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013.
"Nonparametric estimation of finite mixtures,"
SciencePo Working papers Main
hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers hal-00972868, HAL.
Cited by:
- Brodaty, Thomas & Gary-Bobo, Robert J. & Prieto, Ana, 2014. "Do risk aversion and wages explain educational choices?," Journal of Public Economics, Elsevier, vol. 117(C), pages 125-148.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
SciencePo Working papers
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Working Papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013.
"Nonparametric estimation of finite mixtures,"
SciencePo Working papers Main
hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers hal-00972868, HAL.
Cited by:
- Brodaty, Thomas & Gary-Bobo, Robert J. & Prieto, Ana, 2014. "Do risk aversion and wages explain educational choices?," Journal of Public Economics, Elsevier, vol. 117(C), pages 125-148.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
SciencePo Working papers
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Working Papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
- Geert Dhaene & Koen Jochmans, 2013.
"Likelihood inference in an Autoregression with fixed effects,"
SciencePo Working papers
hal-01070434, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
Cited by:
- Ivan Fernandez-Val & Martin Weidner, 2018.
"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
- Jose Diogo Barbosa & Marcelo Moreira, 2017.
"Likelihood inference and the role of initial conditions for the dynamic panel data model,"
CeMMAP working papers
CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Barbosa, José Diogo & Moreira, Marcelo J., 2021. "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
- Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 788, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- DHAENE, Geert & JOCHMANS, Koen, 2010.
"Split-panel jackknife estimation of fixed-effect models,"
LIDAM Discussion Papers CORE
2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
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- Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Kruiniger, Hugo, 2018.
"A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions,"
MPRA Paper
110375, University Library of Munich, Germany, revised 15 Aug 2021.
- Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
- Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
- Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
SciencePo Working papers Main
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017.
"On Maximum Likelihood Estimation of Dynamic Panel Data Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014. "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers 14-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers 04/17, Institute for Fiscal Studies.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, vol. 3(3), pages 1-31, July.
- Koen Jochmans, 2023.
"Bootstrap inference for fixed-effect models,"
French Stata Users' Group Meetings 2023
21, Stata Users Group.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2021.
"Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey,"
Land Economics, University of Wisconsin Press, vol. 97(4), pages 875-892.
- Wendong Zhang & Sergio H. Lence & Todd Kuethe, 2020. "Are Expert Opinions Accurate? Panel Data Evidence from the Iowa Land Value Survey," Center for Agricultural and Rural Development (CARD) Publications 20-wp612, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017.
"Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects,"
DEM Discussion Paper Series
17-01, Department of Economics at the University of Luxembourg.
- Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
- Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- Sebastian Kripfganz & Jörg Breitung, 2022. "Bias-corrected estimation of linear dynamic panel data models," London Stata Conference 2022 05, Stata Users Group.
- Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013.
"Nonparametric estimation of finite mixtures,"
SciencePo Working papers
hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers Main hal-00972868, HAL.
Cited by:
- Brodaty, Thomas & Gary-Bobo, Robert J. & Prieto, Ana, 2014. "Do risk aversion and wages explain educational choices?," Journal of Public Economics, Elsevier, vol. 117(C), pages 125-148.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
SciencePo Working papers
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Working Papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
- Koen Jochmans, 2013.
"Pairwise-comparison estimation with non-parametric controls,"
SciencePo Working papers Main
hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," Post-Print hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
Cited by:
- Koen Jochmans, 2015.
"Multiplicative-error models with sample selection,"
SciencePo Working papers Main
hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020.
"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
IZA Discussion Papers
14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Juan Carlos Escanciano & Joel Robert Terschuur, 2022. "Machine Learning Inference on Inequality of Opportunity," Papers 2206.05235, arXiv.org, revised Oct 2023.
- Koen Jochmans, 2013.
"Pairwise-comparison estimation with non-parametric controls,"
Post-Print
hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
Cited by:
- Koen Jochmans, 2015.
"Multiplicative-error models with sample selection,"
SciencePo Working papers Main
hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020.
"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
IZA Discussion Papers
14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Juan Carlos Escanciano & Joel Robert Terschuur, 2022. "Machine Learning Inference on Inequality of Opportunity," Papers 2206.05235, arXiv.org, revised Oct 2023.
- Koen Jochmans, 2012.
"The variance of a rank estimator of transformation models,"
Post-Print
hal-03399550, HAL.
- Jochmans, Koen, 2012. "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, vol. 117(1), pages 168-169.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," SciencePo Working papers Main hal-00973007, HAL.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Working Papers hal-00973007, HAL.
- Koen Jochmans, 2012. "The variance of a rank estimator of transformation models," SciencePo Working papers Main hal-03399550, HAL.
Cited by:
- Koen Jochmans, 2013.
"Pairwise-comparison estimation with non-parametric controls,"
Post-Print
hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
- Irene Botosaru & Chris Muris, 2017.
"Binarization for panel models with fixed effects,"
CeMMAP working papers
CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
- Arkadiusz Szydlowski, 2017. "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics 17/15, Division of Economics, School of Business, University of Leicester.
- Geert Dhaene & Koen Jochmans, 2011.
"An Adjusted profile likelihood for non-stationary panel data models with fixed effects,"
SciencePo Working papers Main
hal-01073732, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
Cited by:
- Geert Dhaene & Koen Jochmans, 2011.
"Profile-score Adjustements for Nonlinearfixed-effect Models,"
SciencePo Working papers Main
hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013.
"Post schooling human capital investments and the life cycle variance of earnings,"
IDEI Working Papers
765, Institut d'Économie Industrielle (IDEI), Toulouse.
- Thierry Magnac & Sebastien Roux & Nicolas Pistolesi, 2013. "Post schooling human capital investments and the life cycle variance of earnings," 2013 Meeting Papers 426, Society for Economic Dynamics.
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post Schooling Human Capital Investments and the Life Cycle Variance of Earnings," IZA Discussion Papers 7407, Institute of Labor Economics (IZA).
- Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post schooling human capital investments and the life cycle variance of earnings," TSE Working Papers 13-380, Toulouse School of Economics (TSE).
- Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017.
"On Maximum Likelihood Estimation of Dynamic Panel Data Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014. "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers 14-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," UvA-Econometrics Working Papers 14-09, Universiteit van Amsterdam, Dept. of Econometrics.
- DHAENE, Geert & JOCHMANS, Koen, 2010.
"Split-panel jackknife estimation of fixed-effect models,"
LIDAM Discussion Papers CORE
2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
Cited by:
- Ivan Fernandez-Val & Martin Weidner, 2013.
"Individual and Time Effects in Nonlinear Panel Models with Large N, T,"
Papers
1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Geert Dhaene & Koen Jochmans, 2011.
"Profile-score Adjustements for Nonlinearfixed-effect Models,"
SciencePo Working papers Main
hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
- Ghazala Aziz & Suleman Sarwar, 2023. "Empirical Evidence of Environmental Technologies, Renewable Energy and Tourism to Minimize the Environmental Damages: Implication of Advanced Panel Analysis," IJERPH, MDPI, vol. 20(6), pages 1-20, March.
- Michael L. Polemis, 2020.
"A note on the estimation of competition-productivity nexus: a panel quantile approach,"
Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
- Polemis, Michael, 2019. "A note on the estimation of competition-productivity nexus: A panel quantile approach," MPRA Paper 96808, University Library of Munich, Germany.
- David W. Hughes, 2021.
"Estimating Nonlinear Network Data Models with Fixed Effects,"
Boston College Working Papers in Economics
1058, Boston College Department of Economics.
- David W. Hughes, 2022. "Estimating Nonlinear Network Data Models with Fixed Effects," Papers 2203.15603, arXiv.org, revised Mar 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021.
"Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels,"
Globalization Institute Working Papers
409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Papers 2311.02196, arXiv.org.
- Alexander Chudik & M. Hashem Pesaran, 2018.
"Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators,"
Globalization Institute Working Papers
349, Federal Reserve Bank of Dallas.
- Chudik, Alexander & Pesaran, M. Hashem, 2019. "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, vol. 175(C), pages 101-105.
- Ivan Fernandez-Val & Martin Weidner, 2018.
"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
- Pauly, Stefan & Stipanicic, Fernando, 2021. "The creation and diffusion of knowledge: Evidence from the Jet Age," CEPREMAP Working Papers (Docweb) 2112, CEPREMAP.
- Martin Weidner & Thomas Zylkin, 2021.
"Bias and consistency in three-way gravity models,"
CeMMAP working papers
CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Dennis Kristensen & Bernard Salanie, 2013.
"Higher-order properties of approximate estimators,"
CeMMAP working papers
45/13, Institute for Fiscal Studies.
- Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
- Hospido, Laura, 2015. "Wage dynamics in the presence of unobserved individual and job heterogeneity," Labour Economics, Elsevier, vol. 33(C), pages 81-93.
- Okui, Ryo & Yanagi, Takahide, 2019.
"Panel data analysis with heterogeneous dynamics,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
- Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
- Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
- Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022. "Bootstrap inference in the presence of bias," Papers 2208.02028, arXiv.org, revised Nov 2023.
- Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 35/14, Institute for Fiscal Studies.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020.
"A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels,"
Monash Econometrics and Business Statistics Working Papers
32/20, Monash University, Department of Econometrics and Business Statistics.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- Hyungsik Roger Moon & Martin Weidner, 2013.
"Dynamic linear panel regression models with interactive fixed effects,"
CeMMAP working papers
CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
- Francesco Fallucchi & Andrea Mercatanti & Jan Niederreiter, 2021. "Identifying types in contest experiments," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(1), pages 39-61, March.
- Laura Hospido, 2007.
"Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages,"
Working Papers
wp2007_0717, CEMFI.
- L. Hospido, 2012. "Modelling heterogeneity and dynamics in the volatility of individual wages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 386-414, April.
- Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Working Papers 0738, Banco de España.
- Hospido, Laura, 2010. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," IZA Discussion Papers 4712, Institute of Labor Economics (IZA).
- Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
- Naurin, Abida & Pourpourides, Panayiotis M., 2021.
"On the Causality Between Household and Government Spending on Education: evidence from a panel of 40 countries,"
Cardiff Economics Working Papers
E2021/27, Cardiff University, Cardiff Business School, Economics Section.
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"Inference on a distribution from noisy draws,"
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"On Estimating Long-Run Effects in Models with Lagged Dependent Variables,"
Working Papers in Economics
15/18, University of Canterbury, Department of Economics and Finance.
- W. Robert Reed & Min Zhu, 2016. "On Estimating Long-Run Effects In Models with Lagged Dependent Variables," Working Papers in Economics 16/16, University of Canterbury, Department of Economics and Finance.
- Reed, W. Robert & Zhu, Min, 2017. "On estimating long-run effects in models with lagged dependent variables," Economic Modelling, Elsevier, vol. 64(C), pages 302-311.
- Wang, Wuyi & Su, Liangjun, 2017.
"Identifying Latent Group Structures in Nonlinear Panels,"
Economics and Statistics Working Papers
19-2017, Singapore Management University, School of Economics.
- Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
- Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
- Jungmo Yoon & Antonio F. Galvao, 2020. "Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects," Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
- Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
- Nwani, Chinazaekpere & Usman, Ojonugwa & Okere, Kingsley Ikechukwu & Bekun, Festus Victor, 2023. "Technological pathways to decarbonisation and the role of renewable energy: A study of European countries using consumption-based metrics," Resources Policy, Elsevier, vol. 83(C).
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations,"
Post-Print
hal-03818773, HAL.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
- Wen, Jun & Mughal, Nafeesa & Kashif, Maryam & Jain, Vipin & Ramos Meza, Carlos Samuel & Cong, Phan The, 2022. "Volatility in natural resources prices and economic performance: Evidence from BRICS economies," Resources Policy, Elsevier, vol. 75(C).
- Bartolucci, Francesco & Pigini, Claudia, 2019.
"Partial effects estimation for fixed-effects logit panel data models,"
MPRA Paper
92243, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- Talan, Amogh & Rao, Amar & Sharma, Gagan Deep & Apostu, Simona-Andreea & Abbas, Shujaat, 2023. "Transition towards clean energy consumption in G7: Can financial sector, ICT and democracy help?," Resources Policy, Elsevier, vol. 82(C).
- Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
- Lai, Hung-pin & Kumbhakar, Subal C., 2019. "Technical and allocative efficiency in a panel stochastic production frontier system model," European Journal of Operational Research, Elsevier, vol. 278(1), pages 255-265.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
- Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
- Oconnor, Christopher, 2023. "Robust estimates of vulnerability to poverty using quantile models," Economic Modelling, Elsevier, vol. 123(C).
- Bajo-Rubio, Oscar & Ramos-Herrera, María del Carmen, 2023. "Does international trade promote economic growth? Europe, 19th and 20th centuries," GLO Discussion Paper Series 1358, Global Labor Organization (GLO).
- Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
- Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
- Bonaccolto-Töpfer, Marina & Castagnetti, Carolina & Prümer, Stephanie, 2021. "Does it pay to go public? Understanding the public-private sector wage gap in Germany," Discussion Papers 116, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
- Ntarmah, Albert Henry & Kong, Yusheng & Cobbinah, Eric & Gyan, Micheal Kobina & Manu, Emmanuel Kwaku, 2020. "Analysis of the Responsiveness of Environmental Sustainability to Non-Performing Loans in Africa," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 27(2).
- Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
- You, Wanhai & Zhang, Yue & Lee, Chien-Chiang, 2022. "The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 112-128.
- Blazsek, Szabolcs, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Besstremyannaya, Galina & Golovan, Sergei, 2021. "Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 70-82.
- Ramon Cobo-Reyes & Gabriel Katz & Simone Meraglia, 2017.
"Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence,"
Discussion Papers
1702, University of Exeter, Department of Economics.
- Cobo-Reyes, Ramón & Katz, Gabriel & Meraglia, Simone, 2019. "Endogenous sanctioning institutions and migration patterns: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 575-606.
- Xie, Bofeng & Rehman, Mubeen Abdur & Zhang, Junyan & Yang, Runze, 2022. "Does the financialization of natural resources lead toward sustainability? An application of advance panel Granger non-causality," Resources Policy, Elsevier, vol. 79(C).
- Sasaki, Shusaku, 2019. "Majority size and conformity behavior in charitable giving: Field evidence from a donation-based crowdfunding platform in Japan," Journal of Economic Psychology, Elsevier, vol. 70(C), pages 36-51.
- St'ephane Bonhomme & Kevin Dano, 2023. "Functional Differencing in Networks," Papers 2307.11484, arXiv.org.
- Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
- João Martins & Linda Veiga & Bruno Fernandes, 2021. "Does electronic government deter corruption? Evidence from across the world," NIPE Working Papers 02/2021, NIPE - Universidade do Minho.
- Bel, Germà & Joseph, Stephan, 2018. "Policy stringency under the European Union Emission trading system and its impact on technological change in the energy sector," Energy Policy, Elsevier, vol. 117(C), pages 434-444.
- Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Nov 2024.
- Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2021.
"Informal pay gaps in good and bad times: Evidence from Russia,"
Journal of Comparative Economics, Elsevier, vol. 49(3), pages 693-714.
- Olivier Bargain & Audrey Etienne & Blaise Melly, 2021. "Informal pay gaps in good and bad times: Evidence from Russia," Post-Print hal-03683390, HAL.
- Youssef, Ahmed & Abonazel, Mohamed R., 2015. "Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach," MPRA Paper 68674, University Library of Munich, Germany.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Liang, Huijun & Shi, Changkuan & Abid, Nabila & Yu, Yanliang, 2023. "Are digitalization and human development discarding the resource curse in emerging economies?," Resources Policy, Elsevier, vol. 85(PB).
- Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022. "Risk sharing and monetary policy transmission," Working Paper Series 2746, European Central Bank.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
- Golovan, Sergei & Volchkova, Natalya, 2022. "How costly is exporting? An empirical assessment of trade model with heterogeneous firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 93-116.
- Asif Tariq & Aadil Amin & Masroor Ahmad, 2024. "Deciphering the non-linear nexus between government size and inflation in MENA countries: an application of dynamic-panel threshold model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-20, December.
- Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
- Tilov, Ivan & Farsi, Mehdi & Volland, Benjamin, 2020. "From frugal Jane to wasteful John: A quantile regression analysis of Swiss households’ electricity demand," Energy Policy, Elsevier, vol. 138(C).
- Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
- Stefan Pauly & Fernando Stipanicic, 2022. "The Creation and Diffusion of Knowledge: Evidence from the Jet Age," Working Papers hal-04067326, HAL.
- Hahn, Jinyong & Liu, Xueyuan, 2022. "Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models," Economics Letters, Elsevier, vol. 219(C).
- Sharon Traiberman, 2019. "Occupations and Import Competition: Evidence from Denmark," American Economic Review, American Economic Association, vol. 109(12), pages 4260-4301, December.
- Rehman, Mubeen Abdur, 2024. "How has FinTech become a solution for minerals management?," Resources Policy, Elsevier, vol. 92(C).
- Livio Di Matteo & Robert Petrunia, 2022. "Does economic inequality breed murder? An empirical investigation of the relationship between economic inequality and homicide rates in Canadian provinces and CMAs," Empirical Economics, Springer, vol. 62(6), pages 2951-2988, June.
- Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
- Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
- Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
- Xin Liu & Wei-Guo Wang & Hai-Jun Liu, 2016. "The Efficiency of Split Panel Designs in an Analysis of Variance Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-20, May.
- Kim, Jounghyeon, 2023. "Does population aging matter for remittances in developing countries?," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1038-1056.
- Sylvia Klosin, 2024. "Dynamic Biases of Static Panel Data Estimators," Papers 2410.16112, arXiv.org.
- Riccardo (Jack) Lucchetti & Claudia Pigini, 2020. "Choice of solutions to the initial-conditions problem in dynamic panel probit models," Working Papers 2020:27, Department of Economics, University of Venice "Ca' Foscari".
Articles
- Jochmans, Koen & Weidner, Martin, 2024.
"Inference On A Distribution From Noisy Draws,"
Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
See citations under working paper version above.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Higgins, Ayden & Jochmans, Koen, 2023.
"Identification of mixtures of dynamic discrete choices,"
Journal of Econometrics, Elsevier, vol. 237(1).
See citations under working paper version above.
- Ayden Higgins & Koen Jochmans, 2023. "Identification of mixtures of dynamic discrete choices," Post-Print hal-04251997, HAL.
- Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
- Jochmans, Koen, 2023.
"Peer effects and endogenous social interactions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1203-1214.
See citations under working paper version above.
- Jochmans, Koen, 2022. "Peer Effects and Endogenous Social Interactions," TSE Working Papers 22-1348, Toulouse School of Economics (TSE).
- Koen Jochmans, 2020. "Peer effects and endogenous social interactions," Papers 2008.07886, arXiv.org.
- Koen Jochmans, 2023. "Peer effects and endogenous social interactions," Post-Print hal-04164668, HAL.
- Koen Jochmans, 2023.
"Testing random assignment to peer groups,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 321-333, April.
See citations under working paper version above.
- Koen Jochmans, 2023. "Testing Random Assignment To Peer Groups," Post-Print hal-04077423, HAL.
- Jochmans, Koen, 2021. "Testing Random Assignment To Peer Groups," TSE Working Papers 21-1270, Toulouse School of Economics (TSE).
- Jochmans, K., 2020. "Testing Random Assignment to Peer Groups," Cambridge Working Papers in Economics 2024, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2023.
"Modified-likelihood estimation of fixed-effect models for dyadic data,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
See citations under working paper version above.
- Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
- Jochmans, K., 2019. "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics 1958, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
See citations under working paper version above.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
- Koen Jochmans, 2022.
"Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(538), pages 887-896, April.
See citations under working paper version above.
- Jochmans, K., 2020. "Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates," Cambridge Working Papers in Economics 2033, Faculty of Economics, University of Cambridge.
- Jochmans, Koen, 2022.
"Bias in instrumental-variable estimators of fixed-effect models for count data,"
Economics Letters, Elsevier, vol. 212(C).
See citations under working paper version above.
- Koen Jochmans, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Post-Print hal-03699836, HAL.
- Jochmans, Koen, 2021. "Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data," TSE Working Papers 21-1276, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2020.
"Fitting exponential regression models with two-way fixed effects,"
Stata Journal, StataCorp LP, vol. 20(2), pages 468-480, June.
Cited by:
- Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.
- Eduardo Rodrigues Sanguinet & Augusto Mussi Alvim & Miguel Atienza, 2022. "Trade agreements and participation in global value chains: Empirical evidence from Latin America," The World Economy, Wiley Blackwell, vol. 45(3), pages 702-738, March.
- Jochmans, Koen, 2020.
"A Portmanteau Test For Correlation In Short Panels,"
Econometric Theory, Cambridge University Press, vol. 36(6), pages 1159-1166, December.
See citations under working paper version above.
- Jochmans, K., 2018. "A Portmanteau Test for Correlation in Short Panels," Cambridge Working Papers in Economics 1886, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2020.
"Testing for correlation in error‐component models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
See citations under working paper version above.
- Jochmans, K., 2019. "Testing for Correlation in Error-Component Models," Cambridge Working Papers in Economics 1910, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Vincenzo Verardi, 2020.
"A portmanteau test for serial correlation in a linear panel model,"
Stata Journal, StataCorp LP, vol. 20(1), pages 149-161, March.
Cited by:
- Croutzet, Alexandre & Dabbous, Amal, 2021. "Do FinTech trigger renewable energy use? Evidence from OECD countries," Renewable Energy, Elsevier, vol. 179(C), pages 1608-1617.
- Sonja Đuričin & Isidora Beraha & Olivera Jovanović & Marija Mosurović Ružičić & Marija Lazarević-Moravčević & Mihailo Paunović, 2022. "The Efficiency of National Innovation Policy Programs: The Case of Serbia," Sustainability, MDPI, vol. 14(14), pages 1-14, July.
- Koen Jochmans & Martin Weidner, 2019.
"Fixed‐Effect Regressions on Network Data,"
Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
See citations under working paper version above.
- Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
- Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Taisuke Otsu, 2019.
"Likelihood Corrections for Two-way Models,"
Annals of Economics and Statistics, GENES, issue 134, pages 227-242.
See citations under working paper version above.
- Jochmans, Koen & Otsu, Taisuke, 2019. "Likelihood corrections for two-way models," LSE Research Online Documents on Economics 102697, London School of Economics and Political Science, LSE Library.
- Koen Jochmans & Taisuke Otsu, 2018. "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series 598, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Jochmans, K. & Otsu, T., 2018. "Likelihood Corrections for Two-way Models," Cambridge Working Papers in Economics 1887, Faculty of Economics, University of Cambridge.
- Koen Jochmans, 2018.
"Semiparametric Analysis of Network Formation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
See citations under working paper version above.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers Main hal-03393207, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
See citations under working paper version above.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017.
"Inference On Two-Component Mixtures Under Tail Restrictions,"
Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
See citations under working paper version above.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," SciencePo Working papers Main hal-03945858, HAL.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Koen Jochmans, 2017.
"Two-Way Models for Gravity,"
The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
See citations under working paper version above.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," Post-Print hal-03567923, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers Main hal-01114776, HAL.
- Koen Jochmans, 2017. "Two-Way Models for Gravity," SciencePo Working papers Main hal-03567923, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Bias-corrected estimation of panel vector autoregressions,"
Economics Letters, Elsevier, vol. 145(C), pages 98-103.
See citations under working paper version above.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers hal-01174330, HAL.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers Main hal-01174330, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Bias-corrected estimation of panel vector autoregressions," Post-Print hal-03392010, HAL.
- Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Working Papers hal-01174330, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Bias-corrected estimation of panel vector autoregressions," SciencePo Working papers Main hal-03392010, HAL.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
See citations under working paper version above.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016.
"Non-parametric estimation of finite mixtures from repeated measurements,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.
See citations under working paper version above.
- Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015. "Nonparametric estimation of finite mixtures from repeated measurements," SciencePo Working papers Main hal-03568247, HAL.
- Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015. "Nonparametric estimation of finite mixtures from repeated measurements," Post-Print hal-03568247, HAL.
- Jochmans, Koen, 2015.
"Multiplicative-error models with sample selection,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
See citations under working paper version above.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
See citations under working paper version above.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Koen Jochmans, 2013.
"Pairwise‐comparison estimation with non‐parametric controls,"
Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
See citations under working paper version above.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," Post-Print hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
- Jochmans, Koen, 2012.
"The variance of a rank estimator of transformation models,"
Economics Letters, Elsevier, vol. 117(1), pages 168-169.
See citations under working paper version above.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," SciencePo Working papers Main hal-00973007, HAL.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Working Papers hal-00973007, HAL.
- Koen Jochmans, 2012. "The variance of a rank estimator of transformation models," SciencePo Working papers Main hal-03399550, HAL.
- Koen Jochmans, 2012. "The variance of a rank estimator of transformation models," Post-Print hal-03399550, HAL.
Software components
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