An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
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Publication:5080583
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06)
Cites work
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- Nonparametric estimation in large panels with cross-sectional dependence
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- Weak and strong cross-section dependence and estimation of large panels
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