Search Results for author: Liying Yang

Found 5 papers, 4 papers with code

Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity

no code implementations18 Oct 2023 M. Hashem Pesaran, Liying Yang

Extensions to panels with time effects are provided, and a Hausman-type test of correlated heterogeneity is proposed.

Heterogeneous Autoregressions in Short T Panel Data Models

1 code implementation8 Jun 2023 M. Hashem Pesaran, Liying Yang

It proposes estimators for the moments of the cross-sectional distribution of the autoregressive (AR) coefficients, assuming a random coefficient model for the autoregressive coefficients without imposing any restrictions on the fixed effects.

Cannot find the paper you are looking for? You can Submit a new open access paper.