Panel data models with cross-sectional dependence: a selective review (Q729667): Difference between revisions

@@ Property / author @@
+Zong-Wu Cai
@@ Property / author: Zong-Wu Cai / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-016-3441-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2489942453
@@ Property / OpenAlex ID: W2489942453 / rank @@
+Normal rank
@@ Property / cites work @@
+GMM estimation of linear panel data models with time-varying individual effects
+Normal rank
@@ Property / cites work @@
+A test for spatial autocorrelation in seemingly unrelated regressions
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851746
@@ Property / cites work: Q4851746 / rank @@
+Normal rank
@@ Property / cites work @@
+FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
+Normal rank
@@ Property / cites work @@
+Functional-coefficient models for nonstationary time series data
+Normal rank
@@ Property / cites work @@
+Testing predictive regression models with nonstationary regressors
+Normal rank
@@ Property / cites work @@
+PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
+Normal rank
@@ Property / cites work @@
+Inference on factor structures in heterogeneous panels
+Normal rank
@@ Property / cites work @@
+Semiparametric trending panel data models with cross-sectional dependence
+Normal rank
@@ Property / cites work @@
+Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
+Normal rank
@@ Property / cites work @@
+Weak and strong cross‐section dependence and estimation of large panels
+Normal rank
@@ Property / cites work @@
+GMM estimation with cross sectional dependence
@@ Property / cites work: GMM estimation with cross sectional dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized linear dynamic factor models: an approach via singular autoregressions
+Normal rank
@@ Property / cites work @@
+Semiparametric single-index panel data models with cross-sectional dependence
+Normal rank
@@ Property / cites work @@
+Q4807277
@@ Property / cites work: Q4807277 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of factor augmented estimators for panel regression
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation and testing of fixed effects panel data models
+Normal rank
@@ Property / cites work @@
+Analysis of Panel Data
@@ Property / cites work: Analysis of Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of dynamic panel data models with both individual and time-specific effects
+Normal rank
@@ Property / cites work @@
+Panels with non-stationary multifactor error structures
+Normal rank
@@ Property / cites work @@
+Panel data models with spatially correlated error components
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
+Normal rank
@@ Property / cites work @@
+Estimation of spatial autoregressive panel data models with fixed effects
+Normal rank
@@ Property / cites work @@
+A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+Efficient GMM estimation of spatial dynamic panel data models with fixed effects
+Normal rank
@@ Property / cites work @@
+A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Large panels with common factors and spatial correlation
+Normal rank
@@ Property / cites work @@
+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
+Normal rank
@@ Property / cites work @@
+Nonparametric trending regression with cross-sectional dependence
+Normal rank
@@ Property / cites work @@
+Sieve estimation of panel data models with cross section dependence
+Normal rank
@@ Property / cites work @@
+Specification test for panel data models with interactive fixed effects
+Normal rank
@@ Property / cites work @@
+QML estimation of dynamic panel data models with spatial errors
+Normal rank
@@ Property / cites work @@
+SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
+Normal rank
@@ Property / cites work @@
+On the estimation and inference in factor-augmented panel regressions with correlated loadings
+Normal rank
@@ Property / cites work @@
+Cross-sectional averages versus principal components
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
+Normal rank
@@ Property / cites work @@
+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
+Normal rank