Dr. A. (Arturas) Juodis
Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Bezoekadres
- Roetersstraat 11
Postadres
- Postbus 15867
1001 NJ Amsterdam
Contactgegevens
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Publicaties
2021
- Juodis, A., & Poldermans, R. W. (2021). Backward mean transformation in unit root panel data models. Economics Letters, 201, [109780]. https://doi.org/10.1016/j.econlet.2021.109780
- Juodis, A., & Reese, S. (2021). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. Journal of Business and Economic Statistics. https://doi.org/10.1080/07350015.2021.1906687
- Juodis, A., & Sarafidis, V. (2021). An incidental parameters free inference approach for panels with common shocks. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2021.03.011
- Juodis, A., Karabiyik, H., & Westerlund, J. (2021). On the robustness of the pooled CCE estimator. Journal of Econometrics, 220(2). https://doi.org/10.1016/j.jeconom.2020.06.002
2020
- Juodis, A., & Sarafidis, V. (2020). A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors. Journal of Business and Economic Statistics. https://doi.org/10.1080/07350015.2020.1766469
- Juodis, A., Karavias, Y., & Sarafidis, V. (2020). A homogeneous approach to testing for Granger non-causality in heterogeneous panels. Empirical Economics. https://doi.org/10.1007/s00181-020-01970-9
2019
- 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. https://doi.org/10.1080/07474938.2016.1139559
- Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects. Journal of Business and Economic Statistics, 36(1), 47-61. https://doi.org/10.1080/07350015.2015.1137759
- Juodis, A. (2018). Rank based cointegration testing for dynamic panels with fixed T. Empirical Economics, 55(2), 349-389. https://doi.org/10.1007/s00181-017-1304-8
- Juodis, A., & Sarafidis, V. (2018). Fixed T dynamic panel data estimators with multifactor errors. Econometric Reviews, 37(8), 893-929. https://doi.org/10.1080/00927872.2016.1178875
2017
- 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
2013
- Juodis, A. (2013). A note on bias-corrected estimation in dynamic panel data models. Economics Letters, 118(3), 435-438. https://doi.org/10.1016/j.econlet.2012.12.013 [details]
2014
- Bun, M. J. G., Carree, M. A., & Juodis, A. (2014). On Maximum Likelihood estimation of dynamic panel data models. (UvA-Econometrics Discussion Paper; No. 2014/04). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2014/1404.pdf?1418740984413 [details]
2013
- Juodis, A. (2013). Cointegration testing in panel VAR models under partial identification and spatial dependence. (UvA-Econometrics Discussion Paper; No. 2013-08). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2013/1308.pdf [details]
- Juodis, A. (2013). First difference transformation in panel VAR models: Robustness, estimation and inference. (UvA-Econometrics Discussion Paper; No. 2013-06). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2013/1306revised.pdf [details]
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Nevenwerkzaamheden
Geen nevenwerkzaamheden bekend
Juodis, A. (2015). Essays in panel data modelling.