Pages that link to "Item:Q5080156"

The following pages link to Cross-Sectional Dependence in Panel Data Analysis (Q5080156):

Displaying 19 items.

• Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
• A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
• A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← links)
• Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
• Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
• Panel data nowcasting (Q5867566) (← links)
• FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition (Q6054325) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)