Details about Artūras Juodis

Access statistics for papers by Artūras Juodis.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pju116

Working Papers

2022

1. Improved tests for Granger noncausality in panel data
   Swiss Stata Conference 2022, Stata Users Group View citations (7)
   See also Journal Article Improved tests for Granger noncausality in panel data, Stata Journal, StataCorp LLC (2023) View citations (12) (2023)

2015

2. A Simple Estimator for Short Panels with Common Factors
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (1)
3. Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics

2014

4. Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics
   Also in UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2013)
5. Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (6)
6. On Maximum Likelihood estimation of dynamic panel data models
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics View citations (2)
   See also Journal Article On Maximum Likelihood Estimation of Dynamic Panel Data Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (8) (2017)

2013

7. First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics View citations (10)

Journal Articles

2023

1. Improved tests for Granger noncausality in panel data
   Stata Journal, 2023, 23, (1), 230-242 View citations (12)
   See also Working Paper Improved tests for Granger noncausality in panel data, Swiss Stata Conference 2022 (2022) View citations (7) (2022)

2017

2. On Maximum Likelihood Estimation of Dynamic Panel Data Models
   Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 463-494 View citations (8)
   See also Working Paper On Maximum Likelihood estimation of dynamic panel data models, UvA-Econometrics Working Papers (2014) View citations (2) (2014)

2013

3. A note on bias-corrected estimation in dynamic panel data models
   Economics Letters, 2013, 118, (3), 435-438 View citations (21)

Software Items

2023

1. XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
   Statistical Software Components, Boston College Department of Economics