| A homogeneous approach to testing for Granger non-causality in heterogeneous panels A Juodis, Y Karavias, V Sarafidis Empirical economics 60 (1), 93-112, 2021 | 335 | 2021 |
| The incidental parameters problem in testing for remaining cross-section correlation A Juodis, S Reese Journal of Business & Economic Statistics 40 (3), 1191-1203, 2022 | 195 | 2022 |
| Improved tests for Granger noncausality in panel data J Xiao, Y Karavias, A Juodis, V Sarafidis, J Ditzen The Stata Journal 23 (1), 230-242, 2023 | 97 | 2023 |
| On the robustness of the pooled CCE estimator A Juodis, H Karabiyik, J Westerlund Journal of Econometrics 220 (2), 325-348, 2021 | 53 | 2021 |
| Fixed T dynamic panel data estimators with multifactor errors A Juodis, V Sarafidis Econometric Reviews 37 (8), 893-929, 2018 | 44 | 2018 |
| First difference transformation in panel VAR models: Robustness, estimation, and inference A Juodis Econometric Reviews 37 (6), 650-693, 2018 | 40 | 2018 |
| A linear estimator for factor-augmented fixed-T panels with endogenous regressors A Juodis, V Sarafidis Journal of Business & Economic Statistics 40 (1), 1-15, 2022 | 39 | 2022 |
| A regularization approach to common correlated effects estimation A Juodis Journal of Applied Econometrics 37 (4), 788-810, 2022 | 32 | 2022 |
| Quantifying Noise in Survey Expectations A Juodis, S Kucinskas Available at SSRN 3466196, 2019 | 27* | 2019 |
| On maximum likelihood estimation of dynamic panel data models MJG Bun, MA Carree, A Juodis Oxford Bulletin of Economics and Statistics 79 (4), 463-494, 2017 | 26 | 2017 |
| Pseudo panel data models with cohort interactive effects A Juodis Journal of Business & Economic Statistics 36 (1), 47-61, 2018 | 22 | 2018 |
| A note on bias-corrected estimation in dynamic panel data models A Juodis Economics Letters 118 (3), 435-438, 2013 | 20 | 2013 |
| An incidental parameters free inference approach for panels with common shocks A Juodis, V Sarafidis Journal of Econometrics 229 (1), 19-54, 2022 | 18 | 2022 |
| Optimal panel unit root testing with covariates A Juodis, J Westerlund The Econometrics Journal 22 (1), 57-72, 2019 | 12 | 2019 |
| Backward mean transformation in unit root panel data models A Juodis, RW Poldermans Economics Letters 201, 109780, 2021 | 5 | 2021 |
| This Shock is Different: Estimation and Inference in Misspecified Two-Way Fixed Effects Regressions A Juodis | 4* | |
| XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data J Xiao, Y Karavias, V Sarafidis, A Juodis, J Ditzen Boston College Department of Economics, 2023 | 3 | 2023 |
| Rank based cointegration testing for dynamic panels with fixed T A Juodis Empirical Economics 55, 349-389, 2018 | 3 | 2018 |
| Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study A Juodis UvA-Econometrics Working Papers, 2015 | 3 | 2015 |
| A Simple Estimator for Short Panels with Common Factors A Juodis, V Sarafidis | 2 | 2015 |
Vasilis SarafidisBrunel University LondonZweryfikowany adres z brunel.ac.uk