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

DOI10.1016/j.jeconom.2020.04.011zbMath1464.62508OpenAlexW2946963141MaRDI 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 dependencegravity model of bilateral export flowsmulti-dimensional panel data modelsmultilateral resistanceunobserved heterogeneous global and local factors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Economic time series analysis (91B84)

Related Items (2)

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Cites Work

• Spatial dynamic panel data models with interactive fixed effects
• The econometrics of multi-dimensional panels. Theory and applications
• Estimating long-run relationships from dynamic heterogeneous panels
• A generalized design for bilateral trade flow models
• The Network Origins of Aggregate Fluctuations
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Panel Data and Unobservable Individual Effects
• A Spatial Interaction Model with Spatially Structured Origin and Destination Effects
• Multilateral Resistance and the Euro Effects on Trade Flows
• The estimation of multidimensional fixed effects panel data models
• Testing Weak Cross-Sectional Dependence in Large Panels

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