Arturas Juodis

Research Fellow

University of Amsterdam

Econometrics

Econometric Theory, Panel Data

Biography

Arturas Juodis is an Assistant Professor at the Amsterdam School of Economics with the focus on econometric theory of panel data models. His current research on econometrics of misspecified panel data models is financed by the NWO Veni grant. His research was published in the Journal of Econometrics, the Journal of Business and Economic Statistics, and the Econometrics Journal, among others.

Key publications

Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.

Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.

Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.

List of publications

Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.

Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.

Juodis, A., Karavias, Y. and Sarafidis, V. (2021). A homogeneous approach to testing for Granger non-causality in heterogeneous panels Empirical Economics, 60(1):93–112.

Juodis, A. and Poldermans, R. (2021). Backward mean transformation in unit root panel data models Economics Letters, 201:.

Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.

Juodis, A. and Westerlund, J. (2019). Optimal panel unit root testing with covariates Econometrics Journal, 22(1):57--72.

Juodis, A. (2018). Rank based cointegration testing for dynamic panels with fixed T Empirical Economics, 55(2):349--389.

Juodis, A. and Sarafidis, V. (2018). Fixed T dynamic panel data estimators with multifactor errors Econometric Reviews, 37(8):893--929.

Juodis, A. (2018). First difference transformation in panel VAR models: Robustness, estimation, and inference Econometric Reviews, 37(6):650--693.

Bun, M., Carree, M. and Juodis, A. (2017). On Maximum Likelihood Estimation of Dynamic Panel Data Models Oxford Bulletin of Economics and Statistics, 79(4):463--494.

Juodis, A. (2013). A note on bias-corrected estimation in dynamic panel data models Economics Letters, 118(3):435--438.