4 citations · 4 across the 4 of their papers we have counts for
6 papers · 1 filter
Testing for peer effects in short panels without identifying the network structure
Tom Boot, Artūras Juodis
We propose an instrument-based test for peer effects in short-T panels when the underlying network is unknown. The test avoids estimating the network by aggregating pairwise compar…
Bootstrap Inference for Dynamic Panel Data Models with Common Correlated Effects
Arturas Juodis, Ovidijus Stauskas, Sander Tromp
We study recursive-design wild bootstrap inference for dynamic panel data models with unobserved common factors estimated by Common Correlated Effects. In the large N,T setting, th…
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…
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…
Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer
Tom Boot, Artūras Juodis
It is customary to estimate error-in-variables models using higher-order moments of observables. This moments-based estimator is consistent only when the coefficient of the latent…
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…