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Bootstrap inference for linear dynamic panel data models with individual fixed effects

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Cited by:

  1. Barreto, Leonardo & Finkelstein Shapiro, Alan & Nuguer, Victoria, 2023. "Domestic barriers to entry and external vulnerability in emerging economies," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  2. Mike G. Tsionas & Subal C. Kumbhakar, 2023. "Proxy variable estimation of productivity and efficiency," Southern Economic Journal, John Wiley & Sons, vol. 89(3), pages 885-923, January.
  3. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
  4. Giuseppe Cavaliere & Sílvia Gonçalves & Morten Ørregaard Nielsen & Edoardo Zanelli, 2024. "Bootstrap Inference in the Presence of Bias," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(548), pages 2908-2918, October.
  5. Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020. "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, vol. 135(3), pages 774-794.
  6. 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.
  7. Norkutė, Milda & Westerlund, Joakim, 2019. "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 83-104.
  8. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
  9. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, IZA Network @ LISER.
  10. Singh, Ashutosh & Mehrotra, Ankit & Alghafes, Rsha & Mohsen, Jasmine, 2025. "Impact of e-waste regulations on firms' R&D and marketing expenditures: Insights for a circular economy," Technological Forecasting and Social Change, Elsevier, vol. 220(C).
  11. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024. "Bootstrap Inference for Panel Data Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
  12. Thomas Gemert & Lenard Lieb & Tania Treibich, 2022. "Local fiscal multipliers of different government spending categories," Empirical Economics, Springer, vol. 63(5), pages 2551-2575, November.
  13. Andrey G. Maksimov & Marina S. Telezhkina, 2024. "Similarity Of Structural Changes: The Case Of University Enrollment Rates," HSE Working papers WP BRP 271/EC/2024, National Research University Higher School of Economics.
  14. Ayden Higgins & Koen Jochmans, 2024. "Bootstrap Inference for Fixed‐Effect Models," Econometrica, Econometric Society, vol. 92(2), pages 411-427, March.
  15. Chen, Weihao & Cizek, Pavel, 2023. "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Other publications TiSEM 9bf2c16c-522f-4223-8037-c, Tilburg University, School of Economics and Management.
  16. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  17. Higgins, Ayden & Jochmans, Koen, 2025. "Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap," TSE Working Papers 25-1620, Toulouse School of Economics (TSE).
  18. Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
  19. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023. "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LLC, vol. 23(1), pages 230-242, March.
  20. Elizabeth Schroeder, 2016. "Dynamic labor supply adjustment with bias correction," Empirical Economics, Springer, vol. 51(4), pages 1623-1640, December.
  21. Ayden Higgins, 2026. "Jackknife Inference for Fixed Effects Models," Papers 2602.21903, arXiv.org, revised Apr 2026.
  22. 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.
  23. Samaresh Bardhan & Rajesh Sharma & Vivekananda Mukherjee, 2019. "Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 1-34, April.
  24. Chihwa Kao & Long Liu & Rui Sun, 2021. "A bias-corrected fixed effects estimator in the dynamic panel data model," Empirical Economics, Springer, vol. 60(1), pages 205-225, January.
  25. 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.
  26. Feng, Xingdong & Li, Wenyu & Zhu, Qianqian, 2024. "Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
  27. Li, Yun & Nie, Dan & Zhao, Xingang & Li, Yanbin, 2017. "Market structure and performance: An empirical study of the Chinese solar cell industry," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 78-82.
  28. Khalaf, Lynda & Saunders, Charles J., 2020. "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, vol. 218(2), pages 419-434.
  29. De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
  30. De Vos, Ignace & Stauskas, Ovidijus, 2021. "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers 2021:16, Lund University, Department of Economics.
  31. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
  32. Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.
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