Cross-Sectional Dependence in Panel Data Analysis
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Publication:5080156
DOI10.1080/07474938.2011.611458zbMATH Open1491.62258OpenAlexW2113628412MaRDI QIDQ5080156FDOQ5080156
Authors: Vasilis Sarafidis, Tom Wansbeek 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/20367/1/MPRA_paper_20367.pdf
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Cited In (34)
- Testing weak cross-sectional dependence in large panels
- Rank-based tests of cross-sectional dependence in panel data models
- 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
- 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
- Challenges for panel financial analysis
- 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
- 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
- Neighbourhood GMM estimation of dynamic panel data models
- Local power of panel unit root tests allowing for structural breaks
- A nonlinear panel data model of cross-sectional dependence
- A generalized spatial panel data model with random effects
- Panel models with interactive 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*
- Analysis of the cross-effects in a cross-lagged panel study
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- IV estimation of panels with factor residuals
- 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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