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2026
Mark Five lessons for applied researchers from twenty years of common correlated effects estimation
Juodis, Artūras and Reese, Simon ^LU (2026) In Journal of Econometrics 253.
- Contribution to journal › Article
2023
Mark xtnumfac : A battery of estimators for the number of common factors in time series and panel-data models
Ditzen, Jan and Reese, Simon ^LU (2023) In Stata Journal 23(2). p.438-454
- Contribution to journal › Article
2022
Mark Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference
Stauskas, Ovidijus ^LU ; Westerlund, Joakim ^LU ; De Vos, Ignace ^LU and Norkute, Milda ^LU (2022) In Lund Economic Studies
- Thesis › Doctoral thesis (compilation)
2021
Mark Detection of units with pervasive effects in large panel data models
Kapetanios, G. ; Pesaran, M. H. and Reese, S. ^LU (2021) In Journal of Econometrics 221(2). p.510-541
- Contribution to journal › Article