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Arturas Juodis
(Artūras Juodis)

This is information that was supplied by Arturas Juodis in registering through RePEc. If you are Arturas Juodis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Arturas
Middle Name:
Last Name:Juodis
Suffix:
RePEc Short-ID:pju116
[This author has chosen not to make the email address public]
http://juodis.economists.lt
Faculty of Economics and Business, University of Groningen, Nettelbosje 2 9747 AE Groningen, the Netherlands
Groningen, Netherlands
http://www.rug.nl/feb/

: +31 50 363 7185
+31 50 363 3720
PO Box 800, 9700 AV Groningen
RePEc:edi:ferugnl (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Lithuanian Economists
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  1. Arturas Juodis, 2015. "Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study," UvA-Econometrics Working Papers 15-02, Universiteit van Amsterdam, Dept. of Econometrics.
  2. Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
  3. Juodis, Arturas & Sarafidis, Vasilis, 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper 57659, University Library of Munich, Germany.
  4. 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.
  5. Arturas Juodis, 2013. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 13-08, Universiteit van Amsterdam, Dept. of Econometrics.
  6. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
  1. Juodis, Artūras, 2013. "A note on bias-corrected estimation in dynamic panel data models," Economics Letters, Elsevier, vol. 118(3), pages 435-438.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2013-08-31 2013-12-20 2014-08-09 2014-12-24 2015-12-08 2015-12-28. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2013-08-31 2013-12-20 2014-12-24 2015-01-19 2015-12-08. Author is listed
  3. NEP-GEO: Economic Geography (1) 2013-12-20
  4. NEP-PPM: Project, Program & Portfolio Management (1) 2015-12-28
  5. NEP-URE: Urban & Real Estate Economics (1) 2013-12-20

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