Large panels with common factors and spatial correlation (Q530595): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2010.12.003
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+W2123266275
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+Cross-Section Regression with Common Shocks
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+Panel Data Models With Interactive Fixed Effects
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+Q5470650
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+Testing panel data regression models with spatial error correlation.
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+Q4671207
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+Inference with dependent data using cluster covariance estimators
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+Weak and strong cross‐section dependence and estimation of large panels
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+Q5545069
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+Unobserved heterogeneity in panel time series models
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+GMM estimation with cross sectional dependence
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+An unbalanced spatial panel data approach to US state tax competition
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+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
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+Panels with non-stationary multifactor error structures
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+Panel data models with spatially correlated error components
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+HAC estimation in a spatial framework
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+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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+Estimation of spatial autoregressive panel data models with fixed effects
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+Maximum likelihood estimation of models for residual covariance in spatial regression
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Q5449216
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Large panels with common factors and spatial correlation
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Spatial Price Competition: A Semiparametric Approach
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+Maximum likelihood factor analysis with rank-deficient sample covariance matrices
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+Finite Sample Econometrics
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+ON STATIONARY PROCESSES IN THE PLANE
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+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
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+ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
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