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Filtered by: Econometrics

The Mundlak Spatial Estimator

Badi H. Baltagi
September 18, 2023

Density Deconvolution with Laplace Errors and Unknown Variance

Jun Cai, William C. Horrace & Christopher F. Parmeter
The authors consider density deconvolution with zero-mean Laplace noise in the context of an error component regression model.
August 10, 2021

Network Competition and Team Chemistry in the NBA

William C. Horrace, Hyunseok Jung & Shane Sanders
The authors consider a heterogeneous social interaction model where agents interact with peers within their own network and agents across other networks.
August 10, 2021

Fixed-k Inference for Conditional Extremal Quantiles

Yuya Sasaki & Yulong Wang
February 3, 2021

Trimmed Mean Group Estimation

Yoonseok Lee & Donggyu Sul
November 30, 2020

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

Badi H.Baltagi, Byoung Cheol Jung & Seuck HeunSong
January 31, 2020

Balancing tests in stratified randomized controlled trials: A cautionary note

Sergio Firpo, Miguel N. Foguel & Hugo Jales
December 31, 2019

Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance

German Blanco, Xuan Chen, Carlos A. Flores & Alfonso Flores-Lagunes
June 25, 2019

Structural changes in heterogeneous panels with endogenous regressors

Badi H. Baltagi, Qu Feng & Chihwa Kao
May 1, 2019

A time-space dynamic panel data model with spatial moving average errors

Badi H. Baltagi, Bernard Fingleton & Alain Pirotte
April 30, 2019

Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models

Yoonseok Lee, Debasri Mukherjee & Aman Ullah
April 30, 2019

Nearly Weighted Risk Minimal Unbiased Estimation

Ulrich K. Müller & Yulong Wang
February 28, 2019

Stationary Points For Stochastic Frontier Models

William C. Horrace & Ian A. Wright
January 28, 2019

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