Author

Artūras Juodis

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Preprint Sep 2026

Bootstrap Inference for Dynamic Panel Data Models with Common Correlated Effects

We study recursive-design wild bootstrap inference for dynamic panel data models with unobserved common factors estimated by Common Correlated Effects. In the large N,T setting, the bootstrap reproduces the biased limiting distribution in pure autoregressive models, but fails to capture all bias and factor-estimation v...

Artūras Juodis, Ovidijus Stauskas, Sander Tromp · 0 citations

Preprint Jul 2026

Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening

We develop a novel methodology for estimation and inference in high-dimensional panel network models with latent dual structures. The framework allows outcomes to be affected simultaneously by positive and negative interaction channels, accommodating settings in which some interactions reinforce outcomes while others g...

Artūras Juodis, G. Kapetanios, Vasilis Sarafidis · 0 citations