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Details about Artūras Juodis

Homepage:http://juodis.economists.lt
Postal address:Faculty of Economics and Business, University of Groningen, Nettelbosje 2 9747 AE Groningen, the Netherlands
Workplace:Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Rijksuniversiteit Groningen (Royal University of Groningen), (more information at EDIRC)

Access statistics for papers by Artūras Juodis.

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

Short-id: pju116


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Working Papers

2022

  1. Improved tests for Granger noncausality in panel data
    Swiss Stata Conference 2022, Stata Users Group Downloads View citations (5)
    See also Journal Article in Stata Journal (2023)

2015

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

2014

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

2013

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

Journal Articles

2023

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

2017

  1. On Maximum Likelihood Estimation of Dynamic Panel Data Models
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 463-494 Downloads View citations (8)
    See also Working Paper (2014)

2013

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