Mr A. (Arturas) Juodis BSc
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Faculty of Economics and Business
Section Econometrics & Statistics
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Valckenierstraat
65
1018 XE Amsterdam
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A.Juodis@uva.nl
Research Interests
Dynamic Panel Data Models (genuine and pseudo), Cross-sectional Dependence.
My personal website
Please visit my personal website
2013
- A. Juodis (2013). A note on bias-corrected estimation in dynamic panel data models. Economics Letters, 118 (3), 435-438. doi: 10.1016/j.econlet.2012.12.013
2014
- M.J.G. Bun, M.A. Carree & A. Juodis (2014). On Maximum Likelihood estimation of dynamic panel data models. (Preprints, UvA-Econometrics Discussion Paper, no 2014/04). Amsterdam: University of Amsterdam.
2013
- A. Juodis (2013). First difference transformation in panel VAR models: Robustness, estimation and inference. (Preprints, UvA-Econometrics Discussion Paper, no 2013-06). Amsterdam: University of Amsterdam.
- A. Juodis (2013). Cointegration testing in panel VAR models under partial identification and spatial dependence. (Preprints, UvA-Econometrics Discussion Paper, no 2013-08). Amsterdam: University of Amsterdam.
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