Large panels with common factors and spatial correlation

DOI10.1016/j.jeconom.2010.12.003zbMath1441.62838OpenAlexW2123266275MaRDI QIDQ530595

Elisa Tosetti, M. Hashem Pesaran

Publication date: 10 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.003

zbMATH Keywords

spatial dependencecommon factorspanelscommon correlated effects estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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