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Individual and time effects in nonlinear panel models with large N, T

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Cited by:

  1. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  2. Koen Jochmans, 2018. "Semiparametric Analysis of Network Formation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
  3. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
  5. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
  6. repec:hal:spmain:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
  7. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
  8. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  9. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
  10. Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
  11. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
  12. Benedikt Heid & Mario Larch & Yoto V. Yotov, 2021. "Estimating the effects of non‐discriminatory trade policies within structural gravity models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 376-409, February.
  13. Nathan Canen & Chad Kendall & Francesco Trebbi, 2020. "Unbundling Polarization," Econometrica, Econometric Society, vol. 88(3), pages 1197-1233, May.
  14. Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
  15. Jens Foerderer, 2020. "Interfirm Exchange and Innovation in Platform Ecosystems: Evidence from Apple’s Worldwide Developers Conference," Management Science, INFORMS, vol. 66(10), pages 4772-4787, October.
  16. Francesca Marchetta & David E Sahn & Luca Tiberti, 2019. "The Role of Weather on Schooling and Work of Young Adults in Madagascar," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(4), pages 1203-1227.
  17. Bryan S. Graham, 2014. "An econometric model of link formation with degree heterogeneity," NBER Working Papers 20341, National Bureau of Economic Research, Inc.
  18. Javier Mejia, 2018. "Social Networks and Entrepreneurship. Evidence from a Historical Episode of Industrialization," Working Papers 20180020, New York University Abu Dhabi, Department of Social Science, revised Sep 2018.
  19. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
  20. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
  21. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
  22. repec:hal:spmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  23. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
  24. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
  25. Eric Fesselmeyer & Haoming Liu & Alberto Salvo, 2022. "Declining discount rates in Singapore's market for privately developed apartments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 330-350, March.
  26. Lazarov, Vladimir & Hinterschweiger, Marc, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
  27. Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
  28. Juliana D. Araujo & Povilas Lastauskas & Chris Papageorgiou, 2017. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1517-1554, October.
  29. Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
  30. Qiuping Wang & Yuan Zhang & Ting Yan, 2023. "Asymptotic theory in network models with covariates and a growing number of node parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 369-392, April.
  31. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
  32. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
  33. Steven Yamarik & Mariya Mileva, 2023. "Cultural institutes: Networks and determinants," The World Economy, Wiley Blackwell, vol. 46(4), pages 1119-1143, April.
  34. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
  35. Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
  36. Almer, Christian & Laurent-Lucchetti, Jérémy & Oechslin, Manuel, 2017. "Water scarcity and rioting: Disaggregated evidence from Sub-Saharan Africa," Journal of Environmental Economics and Management, Elsevier, vol. 86(C), pages 193-209.
  37. Larch, Mario & Yotov, Yoto, 2016. "General Equilibrium Trade Policy Analysis with Structural Gravity," School of Economics Working Paper Series 2016-9, LeBow College of Business, Drexel University.
  38. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
  39. 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.
  40. Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Working Papers 2022-08, Center for Research in Economics and Statistics.
  41. Gonçalves, Sílvia & Kaffo, Maximilien, 2015. "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, vol. 186(2), pages 407-426.
  42. David J. Kuenzel, 2023. "Non‐tariff measures: What's tariffs got to do with it?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 133-163, February.
  43. Hervé Cardot & Antonio Musolesi, 2021. "Zero-inflated regression for unobserved effects panel data models and difference-in-differences estimation," SEEDS Working Papers 1121, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Dec 2021.
  44. Blanco-Oliver, Antonio, 2021. "Banking reforms and bank efficiency: Evidence for the collapse of Spanish savings banks," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 334-347.
  45. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
  46. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
  47. Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
  48. Nathan J. Canen & Chad Kendall & Francesco Trebbi, 2020. "Political Parties as Drivers of U.S. Polarization: 1927-2018," NBER Working Papers 28296, National Bureau of Economic Research, Inc.
  49. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
  50. Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
  51. James E. Anderson & Mario Larch & Yoto V. Yotov, 2015. "Estimating General Equilibrium Trade Policy Effects: GE PPML," CESifo Working Paper Series 5592, CESifo.
  52. Couharde, Cécile & Karanfil, Fatih & Kilama, Eric Gabin & Omgba, Luc Désiré, 2020. "The role of oil in the allocation of foreign aid: The case of the G7 donors," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 363-383.
  53. Massenot, Baptiste & Pettinicchi, Yuri, 2019. "Can households see into the future? Survey evidence from the Netherlands," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 77-90.
  54. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 17(3), pages 517-545, September.
  55. Lukas Buchheim & Sebastian Link, 2017. "The Effect of Disaggregate Information on the Expectation Formation of Firms," CESifo Working Paper Series 6768, CESifo.
  56. Huaqing Wu & Jingyu Yang & Wensheng Wu & Ya Chen, 2023. "Interest rate liberalization and bank efficiency: A DEA analysis of Chinese commercial banks," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 467-498, June.
  57. Nicholas Brown & Jeffrey Wooldridge, 2023. "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper 1497, Economics Department, Queen's University.
  58. Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
  59. Boneva, Lena & Linton, Oliver, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Bank of England working papers 640, Bank of England.
  60. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
  61. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Mar 2024.
  62. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  63. Tomohiro Ando & Jushan Bai, 2020. "Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 266-279, January.
  64. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
  65. Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021. "Quantile Factor Models," Econometrica, Econometric Society, vol. 89(2), pages 875-910, March.
  66. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
  67. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers 52/15, Institute for Fiscal Studies.
  68. Lucciano Villacorta, 2016. "Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data," Working Papers Central Bank of Chile 788, Central Bank of Chile.
  69. Qian, Xuefeng & Tian, Bifei & Reed, W. Robert & Chen, Ziruo, 2018. "Searching for profit-shifting in China," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-25.
  70. Mario Larch & Joschka Wanner & Yoto V. Yotov & Thomas Zylkin, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," CESifo Working Paper Series 6464, CESifo.
  71. Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
  72. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  73. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
  74. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
  75. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
  76. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
  77. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
  78. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
  79. Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
  80. Michael Pfaffermayr, 2020. "Trade creation and trade diversion of economic integration agreements revisited: a constrained panel pseudo-maximum likelihood approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 985-1024, November.
  81. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  82. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
  83. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.
  84. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  85. Stephan Schneider & Sven Kunze, 2021. "Disastrous Discretion: Ambiguous Decision Situations Foster Political Favoritism," KOF Working papers 21-491, KOF Swiss Economic Institute, ETH Zurich.
  86. Shuowen Chen & Victor Chernozhukov & Iván Fernández-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 77-82, May.
  87. Johnson, Josiah & Smith, Rhet A., 2023. "Main street business initiatives and crime in small towns," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 91-112.
  88. Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
  89. Mehic, Adrian, 2020. "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, vol. 190(C).
  90. 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.
  91. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
  92. Ramón Cobo-Reyes & Gabriel Katz & Thomas Markussen & Simone Meraglia, 2022. "Voting on sanctioning institutions in open and closed communities: experimental evidence," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 58(3), pages 619-677, April.
  93. Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  94. Gindo Tampubolon, 2023. "Climate justice for persons with disability: Few harmed much, fewer still harmed too much," WIDER Working Paper Series wp-2023-2, World Institute for Development Economic Research (UNU-WIDER).
  95. Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
  96. Truquet, Lionel, 2023. "Strong mixing properties of discrete-valued time series with exogenous covariates," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 294-317.
  97. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
  98. 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, Institute of Labor Economics (IZA).
  99. Markus Leibrecht & Johann Scharler, 2021. "Veto players, market discipline, and structural fiscal consolidations," Public Choice, Springer, vol. 188(3), pages 361-384, September.
  100. Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error," Papers 2107.09235, arXiv.org, revised Dec 2021.
  101. Hea‐Jung Hyun & Yong Joon Jang, 2022. "Technical regulation and trade: Export quality matters," The World Economy, Wiley Blackwell, vol. 45(5), pages 1447-1476, May.
  102. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  103. Calebe de Roure & Nick McLaren, 2021. "Liquidity transformation, collateral assets and counterparties," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(4), pages 119-129.
  104. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
  105. Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
  106. Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
  107. Halil İbrahim KESKİN & Hakan ÖNDES, 2020. "Measuring the Efficiency of Selected European Football Clubs: DEA and Panel Tobit Model," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
  108. Das, Satya P. & Sant’Anna, Vinicios P., 2023. "Determinants of bilateral trade in manufacturing and services: A unified approach," Economic Modelling, Elsevier, vol. 123(C).
  109. Karyne B. Charbonneau, 2014. "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers 14-17, Bank of Canada.
  110. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
  111. Alex Centeno, 2022. "A Structural Model for Detecting Communities in Networks," Papers 2209.08380, arXiv.org, revised Oct 2022.
  112. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
  113. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
  114. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
  115. Peter Egger & Kevin Staub, 2016. "GLM estimation of trade gravity models with fixed effects," Empirical Economics, Springer, vol. 50(1), pages 137-175, February.
  116. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
  117. Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
  118. Simon Hartmann & Rok Spruk, 2023. "The impact of unilateral BIT terminations on FDI: Quasi-experimental evidence from India," The Review of International Organizations, Springer, vol. 18(2), pages 259-296, April.
  119. Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021. "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 562-577.
  120. Bo E Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
  121. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
  122. repec:hal:spmain:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
  123. Cobo-Reyes, Ramón & Katz, Gabriel & Meraglia, Simone, 2019. "Endogenous sanctioning institutions and migration patterns: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 575-606.
  124. Yang Yang, 2023. "Hukou Identity and Economic Behaviours: A Social Identity Perspective," Erudite Ph.D Dissertations, Erudite, number ph23-02 edited by Catherine Bros & Julie Lochard, December.
  125. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 881-926, November.
  126. Eberhardt, Markus & Presbitero, Andrea F., 2021. "Commodity prices and banking crises," Journal of International Economics, Elsevier, vol. 131(C).
  127. Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
  128. Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015. "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, vol. 89(C), pages 21-31.
  129. Otrachshenko, Vladimir & Nunes, Luis C., 2022. "Fire takes no vacation: impact of fires on tourism," Environment and Development Economics, Cambridge University Press, vol. 27(1), pages 86-101, February.
  130. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
  131. Rasmane Ouedraogo & Montfort Mlachila & Windemanegda Sandrine Sourouema & Ali Compaoré, 2022. "The impact of conflict and political instability on banking crises in developing countries," The World Economy, Wiley Blackwell, vol. 45(6), pages 1937-1977, June.
  132. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES 02-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
  133. Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Working Papers 23-15, Federal Reserve Bank of Cleveland.
  134. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
  135. Sinem Hacıoğlu Hoke & George Kapetanios, 2021. "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
  136. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased inference for dynamic nonlinear models with two-way fixed effects," Papers 2305.03134, arXiv.org, revised Oct 2023.
  137. Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
  138. Blanco-Oliver, A.J. & Irimia-Diéguez, A.I. & Vázquez-Cueto, M.J., 2023. "Is there an optimal microcredit size to maximize the social and financial efficiencies of microfinance institutions?," Research in International Business and Finance, Elsevier, vol. 65(C).
  139. Mélina London & Maéva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
  140. Christian Gourieroux & Joann Jasiak, 2022. "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood," Papers 2211.11876, arXiv.org.
  141. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
  142. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
  143. Bryan S. Graham, 2015. "An econometric model of link formation with degree heterogeneity," CeMMAP working papers 43/15, Institute for Fiscal Studies.
  144. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
  145. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
  146. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
  147. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
  148. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model," Working Papers 2007, Department of Applied Economics II, Universidad de Valencia.
  149. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers 02/17, Institute for Fiscal Studies.
  150. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  151. Julia Spornberger, 2022. "EU integration and structural gravity: A comprehensive quantification of the border effect on trade," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 915-938, September.
  152. Lake, James & Linask, Maia K., 2016. "Could tariffs be pro-cyclical?," Journal of International Economics, Elsevier, vol. 103(C), pages 124-146.
  153. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
  154. Davies, Benjamin & Gush, Jason & Hendy, Shaun C. & Jaffe, Adam B., 2022. "Research funding and collaboration," Research Policy, Elsevier, vol. 51(2).
  155. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
  156. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  157. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
  158. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
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  160. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
  161. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
  162. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
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  164. Yuki Takara, 2018. "Do cultural differences affect the trade of cultural goods? A study in trade of music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 393-417, August.
  165. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
  166. Auer, Daniel & Meierrieks, Daniel, 2021. "Merchants of death: Arms imports and terrorism," European Economic Review, Elsevier, vol. 137(C).
  167. David Powell, 2015. "Do Payroll Taxes in the United States Create Bunching at Kink Points?," Working Papers wp327, University of Michigan, Michigan Retirement Research Center.
  168. Federica Cappelli & Caterina Conigliani & Davide Consoli & Valeria Costantini & Elena Paglialunga, 2023. "Climate change and armed conflicts in Africa: temporal persistence, non-linear climate impact and geographical spillovers," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(2), pages 517-560, July.
  169. Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
  170. Matthias Breuer & Harm H. Schütt, 2023. "Accounting for uncertainty: an application of Bayesian methods to accruals models," Review of Accounting Studies, Springer, vol. 28(2), pages 726-768, June.
  171. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
  172. Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
  173. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
  174. Wang, Fa, 2022. "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, vol. 229(1), pages 180-200.
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  176. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
  177. Hadunka, Protensia & Baylis, Kathy, 2022. "Staple crop pest damage and natural resources exploitation: fall army worm infestation and charcoal production in Zambia," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322075, Agricultural and Applied Economics Association.
  178. Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
  179. Valentin Verdier, 2020. "Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 1-16, March.
  180. Pfaffermayr, Michael, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, vol. 161(C), pages 188-198.
  181. Tamar Kricheli Katz & Tali Regev & Shay Lavie & Haggai Porat & Ronen Avraham, 2020. "Those who tan and those who don’t: A natural experiment on colorism," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-14, July.
  182. Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  183. Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
  184. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2021. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model Averaging," Japan and the World Economy, Elsevier, vol. 57(C).
  185. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
  186. Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
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  188. Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2018. "Commodity Price Movements and Banking Crises," IMF Working Papers 2018/153, International Monetary Fund.
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