3 papers
econ.EM2026
Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening
Arturas Juodis, George Kapetanios, Vasilis Sarafidis
We develop a novel methodology for estimation and inference in high-dimensional panel network models with latent dual structures. The framework allows outcomes to be affected simul…
econ.EM2026
Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
Artūras Juodis, Martin Weidner
We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS…
econ.EM2018
The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation
Arturas Juodis, Simon Reese
In this paper we consider the properties of the Pesaran (2004, 2015a) CD test for cross-section correlation when applied to residuals obtained from panel data models with many esti…