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Faculty of Economics

C23

Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models


Title AuthorsYearJEL Codes
Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at CambridgeLinton, O. B., Rau, R., Baert, P., Bossaerts, P., Crowcroft, J., Evans, G.R., Ewart, P., Gay, N., Kattuman, P., Scholtes, S., Sabourian, H., Smith, R. J.[2024]C12 C21 C23 J21 J26 J63 J83
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated HeterogeneityPesaran, M. H., Yang, L.[2023]C21 C23
Heterogeneous Autoregressions in Short T Panel Data ModelsPesaran, M. H., Yang, L.[2023]C22 C23 C46
Reflections on "Testing for Unit Roots in Heterogeneous Panels"Im, K S., Pesaran, M. H., Shin, Y.[2023]C01 C23
Changing times: Incentive regulation, corporate reorganisations, and productivity in the Great Britain’s gas networks.Ajayi, V., Pollitt, M.[2022]C23 D24 L51 L94
GMM Estimation for High–Dimensional Panel Data ModelsCheng, T., Dong, C., Gao, J., Linton, O. [2022]C13 C14 C23
CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed EffectsVogt, M., Walsh, C., Linton, O.[2022]C13 C23 C55
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial VariationGao, J., Linton, O., Peng, B.[2022]Q50 C23
State-Level Electricity Generation Efficiency: Do Restructuring and Regulatory Institutions Matter in the US?Ajayi, V. and Weyman-Jones, T.[2021]C23 D24 L51 L94
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent FactorsPesaran, M. H. and Xie, Y.[2021]C18 C23 C55
Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated EffectsBhattacharjee, A., Ditzen, J. and Holly, S.[2020]C21 C22 C23 R3
On Time Trend of COVID-19: A Panel Data StudyDong, C., Gao, J., Linton, O., Peng, B.[2020]C23 C54
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
Inference on a distribution from noisy drawsJochmans, K. and Weidner, M.[2019]C14 C23
Fixed-Effect Regressions on Network DataJochmans, K. and Weidner, M.[2019]C23 C55
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
Oil Price Volatility, Financial Institutions and Economic GrowthJarrett, U., Mohaddes, K., Mohtadi, H.[2018]C23 G20 F43 O13 O40 Q32
Can Italy Grow Out of Its NPL Overhang? A Panel Threshold AnalysisMohaddes, K., Raissi, M. and Weber, A.[2017]C23 E44 G33
Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?Mohaddes, K. and Raissi, M.[2017]C23 E32 F43 O13 O40
A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond IssuanceBoneva, L. and Linton, O.[2017]C23 C25 G32
Econometric Analysis of Production Networks with Dominant Units Pesaran, H. and Yang, C. F.[2016]C12 C13 C23 C67 E32
Shades of red and blue: Political ideology and sustainable developmentAidt, T. S., Castro, V. and Martins, R.[2016]C23 D72 I31 O15
Oil, Volatility and Institutions:Cross-Country Evidence from Major Oil ProducersEl-Anshasy, A., Mohaddes, K. and Nugent, J. B.[2015]C23 E02 F43 O13 Q32
Is There a Debt-threshold Effect on Output Growth?Chudik, A., Mohaddes, K., Pesaran, M. H. and Raissi, M.[2015]C23 E62 F34 H60
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated ErrorsChudik, A., Mohaddes, K., Pesaran, M. H. and Raissi, M.[2015]C23
The Effect of Fragmentation in Trading on Market Quality in the UK Equity MarketKörber, L., Linton, O. and Vogt, M.[2014]C23 G28 L10
Does Inflation Slow Long-Run Growth in India?Mohaddes, K. and Raissi, M.[2014]C23 E31 O40.
Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South AmericaAnaya, K. L. and Pollitt, M.[2014]C23 C52 D24 L94 Q50
Inefficiency persistence and heterogeneity in Colombian electricity distribution utilitiesGalán, J. E. and Pollitt, M.[2014]C11 C23 C51 D24 L94
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effectsHayakawa, K., Smith, V. and Pesaran, H.[2014]C12 C13 C23
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data ModelsChudik, A., Mohaddes, K., Pesaran, M. H. and Raissi, M.[2013]C23 E62 F34 H6
IV Estimation of Panels with Factor Residuals Robertson, D. and Sarafidis, V.[2013]C23 C26
Necessity or Luxury Good? Household Energy Spending and Income in Britain 1991 - 2007Meier, H., Jamasb, T. and Orea, L.[2012]C23 D12 Q41
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel ModelsHayakawa, K. and Pesaran, M.[2012]C12 C13 C23
Econometric Modelling of World Oil Supplies: Terminal Price and the Time to DepletionMohaddes, K.[2012]C23 Q31 Q47
Testing CAPM with a Large Number of Assets (Updated 28th March 2012)Pesaran, M. and Yamagata, T.[2012]C12 C15 C23 G11 G12
Institutions and the Volatility CurseLeong, W. and Mohaddes, K.[2011]C23 F43 O13 O40
Commodity Price Volatility and the Sources of GrowthCavalcanti, T. V. D., Mohaddes, K. and Raissi, M.[2011]C23 F43 O13 O40
Health Satisfaction and Energy SpendingMeier, H.[2010]C23 D1 P36 Q41

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