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Yousef Kaddoura

Biographic Data

ID8921435
NAMEYousef Kaddoura
GIVEN NAMESYousef
FAMILY NAMEKaddoura
SIGNATUREKADDOURA Y
AFFILIATIONSLund University, Lund, Sweden
ORCID0000-0002-2534-8236
VERIFIEDYes
TOTAL WORKS2
TOTAL CITATIONS0
WORKS AS AUTHOR2
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2023
LATEST PUBLICATION YEAR2026
H-INDEX0
  • On Robustness to Random Breaks in Panel Data

    Open Access•Yousef Kaddoura, Joakim Westerlund•ARTICLE•Oxford Bulletin of Economics and…•2026

    One of the attractions of panel data is the ability to pool information regarding parameters that are common across the cross‐section. In fact, pooling is standard even though there are often reasons to believe that parameters are not common. One reason for this practice is that there is quite some evidence to suggest that estimators of common parameters are robust to random heterogeneity, so much so that this type of robustness is sometimes take…

  • Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed

    Open Access•Yousef Kaddoura, Joakim Westerlund•ARTICLE•Journal of Business and Economic…•2023

    In this article, we propose a new estimator of panel data models with random interactive effects and multiple structural breaks that is suitable when the number of time periods, T, is fixed and only the number of cross-sectional units, N, is large. This is done by viewing the determination of the breaks as a shrinkage problem, and to estimate both the regression coefficients, and the number of breaks and their locations by applying a version of t…

No prominent works on this page.

  • Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed

    Open Access•Yousef Kaddoura, Joakim Westerlund•ARTICLE•Journal of Business and Economic…•2023

    In this article, we propose a new estimator of panel data models with random interactive effects and multiple structural breaks that is suitable when the number of time periods, T, is fixed and only the number of cross-sectional units, N, is large. This is done by viewing the determination of the breaks as a shrinkage problem, and to estimate both the regression coefficients, and the number of breaks and their locations by applying a version of t…

  • On Robustness to Random Breaks in Panel Data

    Open Access•Yousef Kaddoura, Joakim Westerlund•ARTICLE•Oxford Bulletin of Economics and…•2026

    One of the attractions of panel data is the ability to pool information regarding parameters that are common across the cross‐section. In fact, pooling is standard even though there are often reasons to believe that parameters are not common. One reason for this practice is that there is quite some evidence to suggest that estimators of common parameters are robust to random heterogeneity, so much so that this type of robustness is sometimes take…

Estimator (2 works) · Panel data (2 works) · Random effects model (2 works) · Spatial and Panel Data Analysis (2 works) · Advanced Statistical Methods and Models (1 work) · Applied Mathematics (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic and Environmental Valuation (1 work) · Fixed effects model (1 work)

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