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A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units

Citations

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Cited by:

  1. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2019. "Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 46-102, September.
  2. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
  3. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
  4. Everaert, Gerdie, 2014. "A panel analysis of the fisher effect with an unobserved I(1) world real interest rate," Economic Modelling, Elsevier, vol. 41(C), pages 198-210.
  5. Borgers, A.C.T., 2014. "Responsible investing : New insights into performance and tastes," Other publications TiSEM 587e777f-c242-4a44-968e-7, Tilburg University, School of Economics and Management.
  6. Furtan, William Hartley & Jensen, Maria Skovager & Sauer, Johannes, 2008. "Rent Seeking and the Common Agricultural Policy: Do member countries free ride on lobbying?," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6600, European Association of Agricultural Economists.
  7. Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
  8. 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.
  9. 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.
  10. Wu, Jo-Wei & Wu, Jyh-Lin, 2018. "Does a flexible exchange rate regime increase inflation persistence?," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 244-263.
  11. Wang, Ruixin, 2015. "Essays on development economics and public economics," Other publications TiSEM e1779514-5b71-4726-925b-2, Tilburg University, School of Economics and Management.
  12. Judex Hyppolite, 2017. "Alternative approaches for econometric modeling of panel data using mixture distributions," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-34, December.
  13. Anthony B. Atkinson & Peter G. Backus & John Micklewright & Cathy Pharoah & Sylke V. Schnepf, 2012. "Charitable giving for overseas development: UK trends over a quarter century," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(1), pages 167-190, January.
  14. Lips, Johannes, 2018. "Debt and the Oil Industry - Analysis on the Firm and Production Level," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181504, Verein für Socialpolitik / German Economic Association.
  15. Matarrese, Marco Maria & Frangiamore, Francesco, 2023. "Italian local fiscal multipliers: Evidence from proxy-SVAR," Economics Letters, Elsevier, vol. 228(C).
  16. Benjamin Williams, 2019. "Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity," Quantitative Economics, Econometric Society, vol. 10(2), pages 527-563, May.
  17. 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.
  18. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018. "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, vol. 202(1), pages 108-123.
  19. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  20. Ulrike Unterhofer & Conny Wunsch, 2022. "Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach," Papers 2211.12437, arXiv.org.
  21. Johan Blomquist & Joakim Westerlund, 2016. "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, vol. 50(4), pages 1359-1381, June.
  22. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
  23. Carlos Perez Montes, 2015. "Estimation of Regulatory Credit Risk Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 161-191, October.
  24. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  25. Claudiu Tiberiu Albulescu & Camélia Turcu, 2022. "Productivity, financial performance, and corporate governance: evidence from Romanian R&D firms," Applied Economics, Taylor & Francis Journals, vol. 54(51), pages 5956-5975, November.
  26. Westerlund, Joakim & Sharma, Susan Sunila, 2019. "Panel evidence on the ability of oil returns to predict stock returns in the G7 area," Energy Economics, Elsevier, vol. 77(C), pages 3-12.
  27. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
  28. Sigmund, Michael & Ferstl, Robert, 2021. "Panel vector autoregression in R with the package panelvar," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 693-720.
  29. Miller, Steve, 2020. "Causal forest estimation of heterogeneous and time-varying environmental policy effects," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
  30. Antonio F. Galvao & Gabriel Montes-Rojas, 2015. "On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study," Econometrics, MDPI, vol. 3(3), pages 1-13, September.
  31. Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019. "Credit, capital and crises: a GDP-at-Risk approach," Bank of England working papers 824, Bank of England, revised 18 Oct 2019.
  32. Gerdie Everaert & Lorenzo Pozzi, 2022. "Encompassing measures of international consumption risk sharing and their link with trade and financial globalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 433-449, March.
  33. De Rossi, Giuliano & Steliaros, Michael, 2022. "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, vol. 143(C).
  34. Trapani, Lorenzo, 2013. "On bootstrapping panel factor series," Journal of Econometrics, Elsevier, vol. 172(1), pages 127-141.
  35. Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-based bias correction and inference for dynamic panels with fixed effects," Stata Journal, StataCorp LP, vol. 15(4), pages 986-1018, December.
  36. Sarlin, Peter & Holopainen, Markus, 2016. "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series 1900, European Central Bank.
  37. Carlos Pérez Montes, 2013. "Estimation of Regulatory Credit Risk Models," Working Papers 1305, Banco de España.
  38. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  39. Paul Glasserman & Mike Li, 2022. "Should Bank Stress Tests Be Fair?," Papers 2207.13319, arXiv.org, revised May 2023.
  40. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
  41. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019. "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 301-314.
  42. King, Benjamin & Semark, James, 2022. "Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis," Bank of England working papers 975, Bank of England.
  43. repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
  44. Daniel Czarnowske, 2022. "A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures," Papers 2203.02220, arXiv.org.
  45. Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  46. Giovanni Forchini & Raoul Theler, 2023. "Semi-parametric modelling of inefficiencies in stochastic frontier analysis," Journal of Productivity Analysis, Springer, vol. 59(2), pages 135-152, April.
  47. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
  48. George Batta & Ricardo Sucre Heredia & Marc Weidenmier, 2014. "Political Connections and Accounting Quality under High Expropriation Risk," European Accounting Review, Taylor & Francis Journals, vol. 23(4), pages 485-517, December.
  49. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
  50. De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
  51. Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
  52. Ozcan, Burcu & Tzeremes, Panayiotis G. & Tzeremes, Nickolaos G., 2020. "Energy consumption, economic growth and environmental degradation in OECD countries," Economic Modelling, Elsevier, vol. 84(C), pages 203-213.
  53. Max Vilgalys, 2023. "A Machine Learning Approach to Measuring Climate Adaptation," Papers 2302.01236, arXiv.org.
  54. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
  55. Lea Steininger & Michael Sigmund, 2020. "Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis," Empirical Economics, Springer, vol. 59(4), pages 1537-1572, October.
  56. Bolano, Danilo & Berchtold, André, 2016. "General framework and model building in the class of Hidden Mixture Transition Distribution models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 131-145.
  57. 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.
  58. Yu-Kai Lin & Arun Rai & Yukun Yang, 2022. "Information Control for Creator Brand Management in Subscription-Based Crowdfunding," Information Systems Research, INFORMS, vol. 33(3), pages 846-866, September.
  59. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
  60. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  61. Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
  62. Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021. "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series 21-E-5, Bank of Japan.
  63. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
  64. repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
  65. John Bailey Jones & Sangeeta Pratap, 2020. "An Estimated Structural Model of Entrepreneurial Behavior," American Economic Review, American Economic Association, vol. 110(9), pages 2859-2898, September.
  66. Yang, Haisheng & He, Jie & Chen, Shaoling, 2015. "The fragility of the Environmental Kuznets Curve: Revisiting the hypothesis with Chinese data via an “Extreme Bound Analysis”," Ecological Economics, Elsevier, vol. 109(C), pages 41-58.
  67. Christos Kollias & Panayiotis Tzeremes, 2022. "Militarization, investment, and economic growth 1995–2019," Economics of Peace and Security Journal, EPS Publishing, vol. 17(1), pages 17-29, April.
  68. Kézdi, Gábor & Mátyás, László & Balázsi, László & Divényi, János Károly, 2014. "A közgazdasági adatforradalom és a panelökonometria [The revolution in economic data and panel econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1319-1340.
  69. Luca Rossi, 2021. "Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States," Temi di discussione (Economic working papers) 1351, Bank of Italy, Economic Research and International Relations Area.
  70. Everaert, Gerdie & Pozzi, Lorenzo, 2007. "Bootstrap-based bias correction for dynamic panels," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1160-1184, April.
  71. Sanjoy Sinha & Abdus Sattar, 2015. "Inference in semi-parametric spline mixed models for longitudinal data," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 377-395, December.
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