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Instrumental-variable estimation of large-T panel-data models with common factors

Citations

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Cited by:

  1. Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022. "Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
  2. Jaromír Baxa & Michal Paulus, 2024. "Exchange rate misalignments, growth, and institutions," Empirical Economics, Springer, vol. 67(4), pages 1705-1799, October.
  3. Jan Ditzen & Yiannis Karavias, 2025. "Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics," Papers 2507.19099, arXiv.org, revised Oct 2025.
  4. Yugang He, 2024. "E-commerce and foreign direct investment: pioneering a new era of trade strategies," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
  5. 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.
  6. Aslanidis, Nektarios & Bariviera, Aurelio & Kapetanios, George & Sarafidis, Vasilis, 2025. "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," MPRA Paper 125124, University Library of Munich, Germany.
  7. repec:ags:aaea22:335448 is not listed on IDEAS
  8. Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers 2501.18467, arXiv.org.
  9. Le Clech, Néstor A., 2024. "Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean," Resources Policy, Elsevier, vol. 91(C).
  10. Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022. "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 73-90.
  11. Mary, Sebastien J. & Stoler, Avraham & Shafiq, Sarah & Craven, Kyle, 2023. "Dams of Malaria," 2023 Annual Meeting, July 23-25, Washington D.C. 335448, Agricultural and Applied Economics Association.
  12. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022. "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LLC, vol. 22(3), pages 664-678, September.
  13. Mita Bhattacharya & Eric Yan, 2025. "Press freedom and stringency measures: the role of energy consumption during COVID-19 lockdowns," Empirical Economics, Springer, vol. 68(6), pages 2515-2547, June.
  14. Eibinger, Tobias & Deixelberger, Beate & Manner, Hans, 2024. "Panel data in environmental economics: Econometric issues and applications to IPAT models," Journal of Environmental Economics and Management, Elsevier, vol. 125(C).
  15. Sakiru Adebola Solarin & Mufutau Opeyemi Bello, 2024. "Modelling labour productivity and the role of research intensity in 129 years: evidence from a new dynamic instrumental variable estimation approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2619-2646, June.
  16. Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021. "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers 2072/534915, Universitat Rovira i Virgili, Department of Economics.
  17. Wen, Jun & Zhao, Xin-Xin & Fu, Qiang & Chang, Chun-Ping, 2023. "The impact of extreme weather events on green innovation: Which ones bring to the most harm?," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
  18. Samuel Asumadu Sarkodie & Ahdi Noomen Ajmi & Festus Fatai Adedoyin & Phebe Asantewaa Owusu, 2021. "Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries," Sustainability, MDPI, vol. 13(8), pages 1-18, April.
  19. Linus Nyiwul & Zhining Hu & Niraj P. Koirala, 2025. "Innovation and water productivity: Empirical evidence from water‐related patents," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 47(2), pages 515-555, May.
  20. Van Bon Nguyen, 2023. "The remittance inflows - private investment nexus in Asian developing countries: does institutional quality matter?," Economic Research Guardian, Mutascu Publishing, vol. 13(1), pages 31-46, June.
  21. Linus Nyiwul & Zhining Hu & Niraj P. Koirala & Hannah Wasson, 2025. "Economic uncertainty and renewable energy investment," International Economics and Economic Policy, Springer, vol. 22(3), pages 1-36, July.
  22. Néstor A. Clech, 2025. "Macroeconomic and institutional determinants of human capital wealth: gender disparities and implications," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 42(1), pages 121-153, April.
  23. Okere, Kingsley Ikechukwu & Dimnwobi, Stephen Kelechi & Ekesiobi, Chukwunonso & Onuoha, Favour Chidinma, 2023. "Turning the tide on energy poverty in sub-Saharan Africa: Does public debt matter?," Energy, Elsevier, vol. 282(C).
  24. Sebastian Kripfganz & Vasilis Sarafidis, 2026. "Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth," Papers 2601.10444, arXiv.org.
  25. Chen, Yan & Murshed, Muntasir & Sinha, Avik & Alam, Mohammad Mahtab & Khudoykulov, Khurshid, 2024. "Revisiting the resource curse hypothesis from the viewpoint of green growth: The role of Fintech as the de-cursing agent," Resources Policy, Elsevier, vol. 95(C).
  26. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Stata Journal, StataCorp LLC, vol. 21(3), pages 659-686, September.
  27. Avom, Désiré & Ngounou, Borice Augustin, 2025. "Bright cities and intelligences: Can access to ICTs sustainably reduce energy poverty in Africa?," Energy Policy, Elsevier, vol. 202(C).
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