Cross-Sectional Dependence in Panel Data Analysis
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Publication:5080156
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Cites work
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- scientific article; zbMATH DE number 193897 (Why is no real title available?)
- scientific article; zbMATH DE number 1911755 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
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- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
- A bias-adjusted LM test of error cross-section independence
- A joint serial correlation test for linear panel data models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
- Analysis of Covariance with Qualitative Data
- Analysis of panel data
- Another look at the instrumental variable estimation of error-components models
- Assessing cross-sectional correlation in panel data
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Biases in Dynamic Models with Fixed Effects
- Determining the Number of Factors in Approximate Factor Models
- Determining the Number of Factors in the General Dynamic Factor Model
- Dynamic linear panel regression models with interactive fixed effects
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Econometric analysis of panel data
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
- Efficient estimation of models for dynamic panel data
- Eigenvalue ratio test for the number of factors
- Estimating Vector Autoregressions with Panel Data
- Estimating the number of common factors in serially dependent approximate factor models
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of Dynamic Models with Error Components
- Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
- Estimation of seemingly unrelated regression equations
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation of linear panel data models with time-varying individual effects
- GMM estimation with cross sectional dependence
- Generalized linear dynamic factor models: an approach via singular autoregressions
- Handbook of econometrics. Volume 2
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- IV estimation of panels with factor residuals
- Inferential Theory for Factor Models of Large Dimensions
- Initial conditions and moment restrictions in dynamic panel data models
- Large Sample Properties of Generalized Method of Moments Estimators
- Large panels with common factors and spatial correlation
- Maximum likelihood factor analysis with rank-deficient sample covariance matrices
- Measurement error and latent variables in econometrics
- Multivariate regression models for panel data
- On the Pooling of Time Series and Cross Section Data
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Panel Data Econometrics
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Panel data models with interactive fixed effects
- Panel data models with multiple time-varying individual effects
- Panel data models with spatially correlated error components
- Panels with non-stationary multifactor error structures
- Selecting instrumental variables in a data rich environment
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Testing for sphericity in a fixed effects panel data model
- Testing hypotheses about the number of factors in large factor models
- Testing panel data regression models with spatial error correlation.
- The Estimation of Economic Relationships using Instrumental Variables
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- The generalized dynamic factor model: identification and estimation
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(34)- Rank-based tests of cross-sectional dependence in panel data models
- Testing weak cross-sectional dependence in large panels
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Real exchange rates and the balance of trade: does the J-curve effect really hold?
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Challenges for panel financial analysis
- Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
- Common factors and spatial dependence: an application to US house prices
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Fixed T dynamic panel data estimators with multifactor errors
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Panel data nowcasting
- Neighbourhood GMM estimation of dynamic panel data models
- A nonlinear panel data model of cross-sectional dependence
- Pseudo Panel Data Models With Cohort Interactive Effects
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
- Local power of panel unit root tests allowing for structural breaks
- Panel models with interactive effects
- A generalized spatial panel data model with random effects
- Panel data models with cross-sectional dependence: a selective review
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- IV estimation of panels with factor residuals
- Analysis of the cross-effects in a cross-lagged panel study
- Exponent of cross-sectional dependence for residuals
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
- Estimation of factor-augmented panel regressions with weakly influential factors
- Cross-section bootstrap for CCE regressions
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
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