Artūras Juodis
Universiteit van Amsterdam
H-index: 12
Europe-Netherlands
Top articles of Artūras Juodis
New results on asymptotic properties of likelihood estimators with persistent data for small and large T
SERIEs
2023/12
Artūras Juodis
H-Index: 8
Improved tests for Granger noncausality in panel data
The Stata Journal
2023/3
Yiannis Karavias
H-Index: 6
Artūras Juodis
H-Index: 8
Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer
arXiv preprint arXiv:2301.04439
2023/1/11
Tom Boot
H-Index: 3
Artūras Juodis
H-Index: 8
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
2023/1/8
Yiannis Karavias
H-Index: 6
Artūras Juodis
H-Index: 8
An incidental parameters free inference approach for panels with common shocks
Journal of Econometrics
2022/7/1
Artūras Juodis
H-Index: 8
The incidental parameters problem in testing for remaining cross-section correlation
Journal of Business & Economic Statistics
2022/6/16
Artūras Juodis
H-Index: 8
Simon Reese
H-Index: 6
A regularization approach to common correlated effects estimation
Journal of Applied Econometrics
2022/6
Artūras Juodis
H-Index: 8
Backward mean transformation in panel data with predetermined regressors
2022/1/18
Artūras Juodis
H-Index: 8
A linear estimator for factor-augmented fixed-T panels with endogenous regressors
Journal of Business & Economic Statistics
2022/1/2
Artūras Juodis
H-Index: 8
Backward mean transformation in unit root panel data models
Economics Letters
2021/4/1
Artūras Juodis
H-Index: 8
On the robustness of the pooled CCE estimator
Journal of Econometrics
2021/2/1
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Empirical economics
2021/1
Artūras Juodis
H-Index: 8
Yiannis Karavias
H-Index: 6
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks
Available at SSRN 3644153
2020/12/23
Co-Authors
