Weak and strong cross‐section dependence and estimation of large panels (Q3018486): Difference between revisions

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-.1111/j.1368-423X.2010.00330.x
@@ Property / DOI: 10.1111/j.1368-423X.2010.00330.x / rank @@
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+Generalized linear dynamic factor models: an approach via singular autoregressions
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+Panel Data Models With Interactive Fixed Effects
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+Determining the Number of Factors in Approximate Factor Models
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+Q4671207
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+Stochastic Limit Theory
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Matrix Analysis
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+Panels with non-stationary multifactor error structures
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Large panels with common factors and spatial correlation
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+Q4682143
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+ON STATIONARY PROCESSES IN THE PLANE
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2010.00330.x
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@@ Property / DOI @@
+.1111/J.1368-423X.2010.00330.X
@@ Property / DOI: 10.1111/J.1368-423X.2010.00330.X / rank @@
+Normal rank