Artūras Juodis
Names
| first: |
Artūras |
| last: |
Juodis |
Identifer
Contact
| homepage: |
http://juodis.economists.lt |
|
| postal address: |
Faculty of Economics and Business,
University of Groningen,
Nettelbosje 2
9747 AE Groningen,
the Netherlands |
Affiliations
-
Rijksuniversiteit Groningen
/ Faculteit Economie en Bedrijfskunde
Research profile
author of:
- First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2013)
by Arturas Juodis
(ReDIF-paper, ame:wpaper:1306) - Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2013)
by Arturas Juodis
(ReDIF-paper, ame:wpaper:1308) - On Maximum Likelihood estimation of dynamic panel data models
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014)
by Maurice J.G. Bun & Martin A. Carree & Arturas Juodis
(ReDIF-paper, ame:wpaper:1404) - Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014)
by Arturas Juodis & Sarafidis, V.
(ReDIF-paper, ame:wpaper:1407) - Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014)
by Arturas Juodis
(ReDIF-paper, ame:wpaper:1408) - Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2015)
by Arturas Juodis
(ReDIF-paper, ame:wpaper:1502) - A Simple Estimator for Short Panels with Common Factors
UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2015)
by Arturas Juodis & Sarafidis, V.
(ReDIF-paper, ame:wpaper:1503) - On Maximum Likelihood Estimation of Dynamic Panel Data Models
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017)
by Maurice J.G. Bun & Martin A. Carree & Artūras Juodis
(ReDIF-article, bla:obuest:v:79:y:2017:i:4:p:463-494) - XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
Statistical Software Components, Boston College Department of Economics (2021)
by Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen
(ReDIF-software, boc:bocode:s458934) - Improved tests for Granger noncausality in panel data
Swiss Stata Conference 2022, Stata Users Group (2022)
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao
(ReDIF-paper, boc:csug22:06) - A note on bias-corrected estimation in dynamic panel data models
Economics Letters, Elsevier (2013)
by Juodis, Artūras
(ReDIF-article, eee:ecolet:v:118:y:2013:i:3:p:435-438) - Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
MPRA Paper, University Library of Munich, Germany (2014)
by Juodis, Arturas & Sarafidis, Vasilis
(ReDIF-paper, pra:mprapa:57659) - A Simple Estimator for Short Panels with Common Factors
MPRA Paper, University Library of Munich, Germany (2015)
by Juodis, Arturas & Sarafidis, Vasilis
(ReDIF-paper, pra:mprapa:68164) - Improved tests for Granger noncausality in panel data
Stata Journal, StataCorp LP (2023)
by Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen
(ReDIF-article, tsj:stataj:v:23:y:2023:i:1:p:230-242)