Weak and strong cross‐section dependence and estimation of large panels

DOI10.1111/j.1368-423X.2010.00330.xzbMath1218.62097OpenAlexW2168503902MaRDI QIDQ3018486

Elisa Tosetti, Alexander Chudik, M. Hashem Pesaran

Publication date: 27 July 2011

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00330.x

zbMATH Keywords

common correlated effects (CCE) estimatorweak and strong factors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Statistical tables (62Q05)

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