Weak and strong cross‐section dependence and estimation of large panels
From MaRDI portal
Publication:3018486
DOI10.1111/j.1368-423X.2010.00330.xzbMath1218.62097MaRDI QIDQ3018486
Elisa Tosetti, Alexander Chudik, M. Hashem Pesaran
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62M30: Inference from spatial processes
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62M15: Inference from stochastic processes and spectral analysis
65C05: Monte Carlo methods
62Q05: Statistical tables
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