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Arturas Juodis
(Artūras Juodis)

This is information that was supplied by Arturas Juodis in registering through RePEc. If you are Artūras 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
RePEc Short-ID:pju116
[This author has chosen not to make the email address public]
Faculty of Economics and Business, University of Groningen, Nettelbosje 2 9747 AE Groningen, the Netherlands
Groningen, Netherlands

: +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. Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. Juodis, Arturas & Sarafidis, Vasilis, 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper 57659, University Library of Munich, Germany.
  5. 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.
  6. 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.
  1. 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.
  2. Juodis, Artūras, 2013. "A note on bias-corrected estimation in dynamic panel data models," Economics Letters, Elsevier, vol. 118(3), pages 435-438.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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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