Pages that link to "Item:Q5863573"
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The following pages link to Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573):
Displaying 28 items.
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Consumer panic in the COVID-19 pandemic (Q2224901) (← links)
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure (Q2673195) (← links)
- Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
- Income inequality and economic growth: heterogeneity and nonlinearity (Q2697090) (← links)
- Intersection tests for the cointegrating rank in dependent panel data (Q5088013) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
- The Special Issue in Honor of Aman Ullah: An Overview (Q5863557) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
- The impact of corporate sustainability performance on advertising efficiency (Q6556805) (← links)
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs (Q6579705) (← links)
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks (Q6615773) (← links)
- Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method (Q6617758) (← links)
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (Q6620939) (← links)
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
- A bias-corrected Srivastava-type test for cross-sectional independence (Q6656665) (← links)
- Efficient estimation of a partially linear panel data model with cross-sectional dependence (Q6667479) (← links)
