| Publication | Date of Publication | Type |
|---|
| Testing for spatial correlation under a complete bipartite network | 2024-08-29 | Paper |
| The multidimensional Mundlak estimator | 2024-05-07 | Paper |
| The two-way Hausman and Taylor estimator | 2023-09-12 | Paper |
| The two-way Mundlak estimator | 2023-07-25 | Paper |
| Standardized LM tests for spatial error dependence in linear or panel regressions | 2022-07-26 | Paper |
| Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model | 2022-06-08 | Paper |
| Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model | 2022-06-07 | Paper |
| Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term | 2022-06-07 | Paper |
| EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects | 2022-06-03 | Paper |
| A Generalized Spatial Panel Data Model with Random Effects | 2022-05-31 | Paper |
| Testing for shifts in a time trend panel data model with serially correlated error component disturbances | 2022-03-04 | Paper |
| Solutions Manual for Econometrics | 2022-03-04 | Paper |
| Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models | 2021-10-26 | Paper |
| Econometrics | 2021-08-25 | Paper |
| Estimating and testing high dimensional factor models with multiple structural changes | 2021-02-04 | Paper |
| A Robust Hausman–Taylor Estimator | 2020-11-10 | Paper |
| Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model | 2020-11-10 | Paper |
| On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments | 2020-11-10 | Paper |
| Econometric analysis of panel data | 2020-10-15 | Paper |
| Partial distributional policy effects under endogeneity | 2020-02-20 | Paper |
| Prediction in the Random Effects Model with MA (q) Remainder Disturbances | 2018-10-11 | Paper |
| Prediction in an Unbalanced Nested Error Components Panel Data Model | 2018-10-11 | Paper |
| Prediction in a Generalized Spatial Panel Data Model with Serial Correlation | 2017-12-08 | Paper |
| Robust linear static panel data models using \(\varepsilon\)-contamination | 2017-11-23 | Paper |
| Determinants of firm-level domestic sales and exports with spillovers: evidence from China | 2017-08-18 | Paper |
| A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model | 2017-05-12 | Paper |
| Identification and estimation of a large factor model with structural instability | 2017-01-30 | Paper |
| Testing for heteroskedasticity and serial correlation in a random effects panel data model | 2016-07-25 | Paper |
| Estimating regional trade agreement effects on FDI in an interdependent world | 2016-06-13 | Paper |
| Testing for serial correlation, spatial autocorrelation and random effects using panel data | 2016-05-09 | Paper |
| Estimating models of complex FDI: are there third-country effects? | 2016-05-09 | Paper |
| Joint LM test for homoskedasticity in a one-way error component model | 2016-05-02 | Paper |
| Skill-biased technical change in US manufacturing: a general index approach | 2016-03-30 | Paper |
| Estimation of heterogeneous panels with structural breaks | 2015-12-18 | Paper |
| On testing for sphericity with non-normality in a fixed effects panel data model | 2015-03-24 | Paper |
| Testing for spatial lag and spatial error dependence using double length artificial regressions | 2014-09-26 | Paper |
| Solutions manual for \textit{Econometrics} | 2014-08-12 | Paper |
| Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test | 2013-11-11 | Paper |
| Pooling cross sections with unequal time-series lengths | 2013-10-24 | Paper |
| Fixed effects, random effects or Hausman-Taylor: a pretest estimator | 2013-01-01 | Paper |
| A generalized design for bilateral trade flow models | 2013-01-01 | Paper |
| Forecasting with spatial panel data | 2012-12-30 | Paper |
| Erratum to: Testing linear and loglinear error components regressions against Box-Cox alternatives | 2012-09-02 | Paper |
| The Hausman-Taylor panel data model with serial correlation | 2012-08-30 | Paper |
| An improved generalized moments estimator for a spatial moving average error model | 2012-06-13 | Paper |
| Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary | 2012-05-08 | Paper |
| Testing for sphericity in a fixed effects panel data model | 2011-07-27 | Paper |
| Instrumental variable estimation of a spatial autoregressive panel model with random effects | 2011-06-30 | Paper |
| Econometrics | 2011-03-31 | Paper |
| Spurious spatial regression with equal weights | 2010-09-24 | Paper |
| Testing for heteroskedasticity and spatial correlation in a random effects panel data model | 2010-04-01 | Paper |
| Solutions Manual for Econometrics | 2009-12-22 | Paper |
| Spatial lag test with equal weights | 2009-12-21 | Paper |
| A note on the application of EC2SLS and EC3SLS estimators in panel data models | 2009-10-13 | Paper |
| Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test | 2009-06-09 | Paper |
| Introduction | 2009-02-26 | Paper |
| Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals | 2008-12-15 | Paper |
| Testing for random effects and spatial lag dependence in panel data models | 2008-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439961 | 2008-01-30 | Paper |
| Alternative ways of obtaining Hausman's test using artificial regressions | 2008-01-21 | Paper |
| AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION | 2007-04-23 | Paper |
| Unbalanced panel data: a survey | 2006-11-14 | Paper |
| RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS | 2006-11-14 | Paper |
| ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS | 2005-05-23 | Paper |
| ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS | 2004-06-18 | Paper |
| WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE | 2004-02-11 | Paper |
| Testing panel data regression models with spatial error correlation. | 2003-10-14 | Paper |
| A comparative study of alternative estimators for the unbalanced two‐way error component regression model | 2003-08-07 | Paper |
| Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. | 2002-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762104 | 2002-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4541157 | 2002-07-30 | Paper |
| On instrumental variable estimation of semiparametric dynamic panel data models. | 2002-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767965 | 2002-04-07 | Paper |
| SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL | 2002-01-01 | Paper |
| The unbalanced nested error component regression model | 2001-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704698 | 2001-07-31 | Paper |
| UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES | 2001-07-03 | Paper |
| SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS | 2001-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4950393 | 2000-03-28 | Paper |
| Double-length regressions for linear and log-linear regressions with AR(1) disturbances | 2000-01-11 | Paper |
| The German wage curve: evidence from the IAB employment sample | 1999-01-12 | Paper |
| Testing for random individual effects using recursive residuals | 1998-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380351 | 1998-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380352 | 1998-03-12 | Paper |
| Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline | 1997-08-12 | Paper |
| A general condition for an optimal limiting efficiency of OLS in the general linear regression model | 1997-02-28 | Paper |
| Testing for random individual and time effects using a Gauss-Newton regression | 1997-02-27 | Paper |
| A nonparametric test for poolability using panel data | 1996-12-08 | Paper |
| Testing AR(1) against MA(1) disturbances in an error component model | 1996-03-20 | Paper |
| A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834778 | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851746 | 1995-10-11 | Paper |
| Airline Deregulation: The Cost Pieces of the Puzzle | 1995-06-01 | Paper |
| Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances | 1995-02-06 | Paper |
| Useful matrix transformations for panel data analysis: a survey | 1994-09-08 | Paper |
| Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model | 1994-06-29 | Paper |
| Monte Carlo results on several new and existing tests for the error component model | 1993-02-04 | Paper |
| A monotonic property for iterative GLS in the two-way random effects model | 1992-09-27 | Paper |
| A transformation that will circumvent the problem of autocorrelation in an error-component model | 1992-06-25 | Paper |
| The error components regression model: conditional relative efficiency comparisons | 1990-01-01 | Paper |
| A lagrange multiplier test for the error components model with incomplete panels | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750128 | 1988-01-01 | Paper |
| A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model | 1984-01-01 | Paper |
| Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model | 1981-01-01 | Paper |
| Simultaneous equations with error components | 1981-01-01 | Paper |
| On Seemingly Unrelated Regressions with Error Components | 1980-01-01 | Paper |
