Testing weak cross-sectional dependence in large panels
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Publication:5863573
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Cites work
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
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- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(29)- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
- The impact of corporate sustainability performance on advertising efficiency
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Rank-based tests of cross-sectional dependence in panel data models
- A bias-corrected Srivastava-type test for cross-sectional independence
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
- Income inequality and economic growth: heterogeneity and nonlinearity
- Intersection tests for the cointegrating rank in dependent panel data
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- The Special Issue in Honor of Aman Ullah: An Overview
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
- Consumer panic in the COVID-19 pandemic
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- Are US real house prices stationary? New evidence from univariate and panel data
- Detecting granular time series in large panels
- Market integration, systemic risk and diagnostic tests in large mixed panels
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- Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure
- An alternative semiparametric model for spatial panel data
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- A multiple testing approach to the regularisation of large sample correlation matrices
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