Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure

DOI10.1016/j.jeconom.2020.04.011zbMath1464.62508MaRDI QIDQ2224991

George Kapetanios, Laura Serlenga, Yongcheol Shin

Publication date: 4 February 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.seriesworkingpapers.it/RePEc/bai/series/SERIES_WP_03-2019.pdf

zbMATH Keywords

cross-sectional error dependence; gravity model of bilateral export flows; multi-dimensional panel data models; multilateral resistance; unobserved heterogeneous global and local factors

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62H12: Estimation in multivariate analysis

91B84: Economic time series analysis

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Cites Work

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