Instrumental-variable estimation of large-T panel-data models with common factors
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- 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.
- 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).
- 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).
- Jaromír Baxa & Michal Paulus, 2024.
"Exchange rate misalignments, growth, and institutions,"
Empirical Economics, Springer, vol. 67(4), pages 1705-1799, October.
- Jaromir Baxa & Michal Paulus, 2020. "Exchange Rate Misalignments, Growth, and Institutions," Working Papers IES 2020/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2020.
- 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).
- 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).
- Sebastian Kripfganz & Vasilis Sarafidis, 2026. "Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth," Papers 2601.10444, arXiv.org.
- 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.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," London Stata Conference 2021 19, Stata Users Group.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," Discussion Papers 21-12, Department of Economics, University of Birmingham.
- 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.
- 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.
- 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.
- 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.
- 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.
- Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis, 2025. "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," Papers 2506.21100, arXiv.org.
- repec:ags:aaea22:335448 is not listed on IDEAS
- 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.
- Chen, Jia & Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," MPRA Paper 123497, University Library of Munich, Germany.
- 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.
- Adem, Mohammed, 2025. "Intricacies of financial liberalization, business models, and financial development on Bank stability in Africa," Emerging Markets Review, Elsevier, vol. 69(C).
- Sébastien Mary, 2026. "Revisiting US food aid and civil conflict," Empirical Economics, Springer, vol. 70(3), pages 1-31, March.
- Fayssal Ayad, 2025. "The Jedi path to formal economy: untangling the causal effects of development on informality in Africa," Empirical Economics, Springer, vol. 69(6), pages 3251-3291, December.
- 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.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, The University of Osaka.
- Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- 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).
- 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.
- Mohammed Ibrahim Gariba & samuel Amponsah Odei & Emmanuel Ebo Arthur & Ivan soukal, 2026. "Driving circular economy transformation through technological innovation: the moderating role of regulatory environment, human capital, and technological capacity," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-20, December.
- 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.
- 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.
- 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.
- 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.
- Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental variable estimation of large-T panel data models with common factors," London Stata Conference 2021 4, Stata Users Group.
- Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021 3, Stata Users Group.
- 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.
- 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.
- 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.
- 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).
- Kingsley I. Okere & Stephen K. Dimnwobi & Chukwunonso Ekesiobi & Favour C. Onuoha, 2023. "Turning the tide on energy poverty in sub-Saharan Africa: Does Public Debt Matter?," Working Papers of the African Governance and Development Institute. 23/041, African Governance and Development Institute..
- Kingsley I. Okere & Stephen K. Dimnwobi & Chukwunonso Ekesiobi & Favour C. Onuoha, 2023. "Turning the tide on energy poverty in sub-Saharan Africa: Does Public Debt Matter?," Working Papers 23/041, European Xtramile Centre of African Studies (EXCAS).
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