← All authors Artūras Juodis University of Amsterdam (from arXiv:2604.18078, 2026) · ORCID · OpenAlex
22 papers in scope · 20 published · 4 on the econ.EM arXiv · 850 citations · h-index 12 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yimeng Xie Alexia Ventouri Weidong Liu Yichen Zhang Vasilis Sarafidis Tamás Krisztin Philipp Piribauer George Kapetanios Yiannis Karavias M. Hashem Pesaran Jan Ditzen Áureo de Paula Marco Barassi Chongxian Zhu Simon Reese Liugang Sheng Peter Hull Christian Glocker Pedro H. G. Ferreira de Souza Imran Rasul Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 22)
working paper 2026 · arXiv
working paper 2026 · arXiv
Five lessons for applied researchers from twenty years of common correlated effects estimation
published 2025 · Journal of Econometrics
On the use of synthetic difference-in-differences approach with (-out) covariates: The case study of Brexit referendum
published 2025 · Econometric Reviews
published 2024 · Econometric Reviews · first circulated 2023
New results on asymptotic properties of likelihood estimators with persistent data for small and large T
published 2023 · SERIEs
Improved tests for Granger noncausality in panel data
published 2023 · The Stata Journal Promoting communications on statistics and Stata · 8 citations
Quantifying noise in survey expectations
published 2023 · Quantitative Economics · 26 citations
with Simas Kučinskas
A regularization approach to common correlated effects estimation
published 2022 · Journal of Applied Econometrics · 57 citations
An incidental parameters free inference approach for panels with common shocks
published 2021 · Journal of Econometrics · 12 citations · first circulated 2020
published 2021 · Journal of Business and Economic Statistics · 27 citations · first circulated 2018
Backward mean transformation in unit root panel data models
published 2021 · Economics Letters · 4 citations
with Rutger W. Poldermans
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
published 2020 · Empirical Economics · 475 citations
On the robustness of the pooled CCE estimator
published 2020 · Journal of Econometrics · 56 citations
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
published 2020 · Journal of Business and Economic Statistics · 43 citations
Optimal panel unit root testing with covariates
published 2018 · Econometrics Journal · 9 citations
Rank based cointegration testing for dynamic panels with fixed T
published 2017 · Empirical Economics · 3 citations
On Maximum Likelihood Estimation of Dynamic Panel Data Models
published 2017 · Oxford Bulletin of Economics and Statistics · 21 citations · first circulated 2014
Fixed T dynamic panel data estimators with multifactor errors
published 2016 · Econometric Reviews · 36 citations
Pseudo Panel Data Models With Cohort Interactive Effects
published 2016 · Journal of Business and Economic Statistics · 20 citations
First difference transformation in panel VAR models: Robustness, estimation, and inference
published 2016 · Econometric Reviews · 28 citations · first circulated 2013
A note on bias-corrected estimation in dynamic panel data models
published 2012 · Economics Letters · 25 citations
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