Artūras Juodis : Citation Profile


Are you Artūras Juodis?

Rijksuniversiteit Groningen

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

1

Articles

9

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 5
   Journals where Artūras Juodis has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (31.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju116
   Updated: 2017-12-09    RAS profile: 2017-11-20    
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Relations with other researchers


Works with:

Sarafidis, Vasilis (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Artūras Juodis.

Is cited by:

Kiviet, Jan (3)

Sarafidis, Vasilis (2)

Robertson, Donald (1)

Kripfganz, Sebastian (1)

Pesaran, M (1)

Bun, Maurice (1)

Marc, Lukasz (1)

Cites to:

Pesaran, M (10)

Arellano, Manuel (9)

Hayakawa, Kazuhiko (8)

Sarafidis, Vasilis (8)

Kruiniger, Hugo (7)

Bun, Maurice (6)

Windmeijer, Frank (5)

Carree, Martin (4)

hsiao, cheng (4)

Robertson, Donald (4)

Jochmans, Koen (2)

Main data


Where Artūras Juodis has published?


Working Papers Series with more than one paper published# docs
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics7
MPRA Paper / University Library of Munich, Germany2

Recent works citing Artūras Juodis (2017 and 2016)


YearTitle of citing document
2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels. (2017). Pesaran, M ; Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6688.

Full description at Econpapers || Download paper

2016Improved GMM estimation of panel VAR models. (2016). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:240-264.

Full description at Econpapers || Download paper

2017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

Full description at Econpapers || Download paper

Works by Artūras Juodis:


YearTitleTypeCited
2013First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper4
2013Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence In: UvA-Econometrics Working Papers.
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paper0
2014Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence.(2014) In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014On Maximum Likelihood estimation of dynamic panel data models In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2014Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper1
2014Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2015A Simple Estimator for Short Panels with Common Factors In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2015A Simple Estimator for Short Panels with Common Factors.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013A note on bias-corrected estimation in dynamic panel data models In: Economics Letters.
[Full Text][Citation analysis]
article6

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