Estimating dynamic common-correlated effects in Stata J Ditzen The Stata Journal 18 (3), 585-617, 2018 | 289* | 2018 |
Testing for slope heterogeneity in Stata T Bersvendsen, J Ditzen The Stata Journal 21 (1), 51-80, 2021 | 114* | 2021 |
Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2 J Ditzen The Stata Journal 21 (3), 2021 | 97* | 2021 |
Testing and estimating structural breaks in time series and panel data in Stata J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2110.14550, 2021 | 90* | 2021 |
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 | 32 | 2023 |
Cross-country convergence in a general Lotka–Volterra model J Ditzen Spatial Economic Analysis 13 (2), 191-211, 2018 | 27 | 2018 |
A Monte Carlo study of the BE estimator for growth regressions J Ditzen, E Gundlach Empirical Economics 51, 31-55, 2016 | 14 | 2016 |
BP statistical review of world energy 2019 E Ersoy, ME Schaffer, J Ditzen BP plc, 2019 | 10 | 2019 |
xtdcce: Estimating dynamic common correlated effects in Stata. The Spatial Economics and Econometrics Centre (SEEC) J Ditzen Edinburgh: Heriot-Watt University, 2016 | 9 | 2016 |
Testing for slope heterogeneity in Stata. The Stata Journal, 21 (1), 51–80 T Bersvendsen, J Ditzen | 7 | 2021 |
Xtdcce: estimating dynamic common correlation effects in STATA J Ditzen United Kingdom Stata Users Group meetings, 2016 | 7 | 2016 |
XTCD2: Stata module to test for weak cross sectional dependence J Ditzen Boston College Department of Economics, 2021 | 6* | 2021 |
Testing for Multiple Structural Breaks in Panel Data J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2110.14550 v2 [econ. EM], 2021 | 6 | 2021 |
XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels J Ditzen Boston College Department of Economics, 2021 | 5 | 2021 |
A Theory-based Lasso for time-series data A Ahrens, C Aitken, J Ditzen, E Ersoy, D Kohns, ME Schaffer Data Science for Financial Econometrics, 3-36, 2021 | 5 | 2021 |
Introducing the Replication Studies section J Ditzen, JP Elhorst Spatial Economic Analysis 17 (1), 7-9, 2022 | 4 | 2022 |
Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2211.06707, 2022 | 3 | 2022 |
SIMULATE2: Stata module enhancing and parallelising simulate J Ditzen | 3 | 2019 |
Economic growth and migration J Ditzen, A Bhattacharjee Money, Macro and Finance Research Group 46th Annual Conference, 2014 | 3 | 2014 |
xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models J Ditzen, S Reese The Stata Journal 23 (2), 438-454, 2023 | 2 | 2023 |