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Juodis, A., & Kučinskas, S. (2023). Quantifying noise in survey expectations. Quantitative Economics, 14(2), 609-650. https://doi.org/10.3982/QE1633
Juodis, A., & Sarafidis, V. (2023). New results on asymptotic properties of likelihood estimators with persistent data for small and large T. SERIEs, 14(3-4), 435-461. https://doi.org/10.1007/s13209-023-00286-y[details]
Xiao, J., Karavias, Y., Juodis, A., Sarafidis, V., & Ditzen, J. (2023). Improved tests for Granger noncausality in panel data. Stata Journal, 23(1), 230-242. https://doi.org/10.1177/1536867X231162034
2022
Juodis, A. (2022). A regularization approach to common correlated effects estimation. Journal of Applied Econometrics, 37(4), 788-810. https://doi.org/10.1002/jae.2899[details]
Juodis, A., & Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. Journal of Business and Economic Statistics, 40(3), 1191-1203. Advance online publication. https://doi.org/10.1080/07350015.2021.1906687[details]
Juodis, A., & Sarafidis, V. (2022). A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors. Journal of Business and Economic Statistics, 22(1), 1-15. Advance online publication. https://doi.org/10.1080/07350015.2020.1766469
Juodis, A., Karavias, Y., & Sarafidis, V. (2021). A homogeneous approach to testing for Granger non-causality in heterogeneous panels. Empirical Economics, 60(1), 93–112. https://doi.org/10.1007/s00181-020-01970-9[details]
Juodis, A., & Westerlund, J. (2019). Optimal panel unit root testing with covariates. Econometrics Journal, 22(1), 57-72. https://doi.org/10.1111/ectj.12118
2018
Juodis, A. (2018). First difference transformation in panel VAR models: Robustness, estimation, and inference. Econometric Reviews, 37(6), 650-693. Advance online publication. https://doi.org/10.1080/07474938.2016.1139559[details]
Juodis, A., & Sarafidis, V. (2018). Fixed T dynamic panel data estimators with multifactor errors. Econometric Reviews, 37(8), 893-929. Advance online publication. https://doi.org/10.1080/00927872.2016.1178875[details]
Bun, M. J. G., Carree, M. A., & Juodis, A. (2017). On Maximum Likelihood Estimation of Dynamic Panel Data Models. Oxford Bulletin of Economics and Statistics, 79(4), 463-494. https://doi.org/10.1111/obes.12156[details]
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