Cross-Sectional Dependence in Panel Data Analysis (Q5080156)

scientific article; zbMATH DE number 7534053

Language	Label	Description	Also known as
English	Cross-Sectional Dependence in Panel Data Analysis	scientific article; zbMATH DE number 7534053

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instance of

scholarly article

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title

Cross-Sectional Dependence in Panel Data Analysis (English)

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31 May 2022

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full work available at URL

https://mpra.ub.uni-muenchen.de/20367/1/MPRA_paper_20367.pdf

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zbMATH Keywords

cross-sectional dependence

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factor structure

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panel data

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spatial dependence

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strong/weak exogeneity

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MaRDI profile type

MaRDI publication profile

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cites work

Eigenvalue Ratio Test for the Number of Factors

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GMM estimation of linear panel data models with time-varying individual effects

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Panel data models with multiple time-varying individual effects

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Generalized linear dynamic factor models: an approach via singular autoregressions

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Panel Data Econometrics

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Another look at the instrumental variable estimation of error-components models

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Determining the Number of Factors in Approximate Factor Models

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Initial conditions and moment restrictions in dynamic panel data models

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The econometrics of panel data. Fundamental and recent developments in theory and practice.

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Analysis of Covariance with Qualitative Data

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Multivariate regression models for panel data

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Assessing cross-sectional correlation in panel data

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Large Sample Properties of Generalized Method of Moments Estimators

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Estimating Vector Autoregressions with Panel Data

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Analysis of Panel Data

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Panel data analysis -- advantages and challenges (with comments and rejoinder)

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Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable

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A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets

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Panels with non-stationary multifactor error structures

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Identifiers

zbMATH Open document ID

1491.62258

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DOI

10.1080/07474938.2011.611458

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5080156