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Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu - In: The econometrics journal 19 (2016) 3, pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
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Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander; Pesaran, M. Hashem; Tosetti, Elisa - 2009
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003854425
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
Giulietti, Monica (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386888
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Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander; Pesaran, M. Hashem; Tosetti, Elisa - 2009
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003963781
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Large panel data models with cross-sectional dependence : a survey
Chudik, Alexander; Pesaran, M. Hashem - 2013
This paper provides an overview of the recent literature on estimation and inference in large panel data models with … cross-sectional dependence. It reviews panel data models with strictly exogenous regressors as well as dynamic models with …-sectional dependence. It considers a number of alternative estimators for static and dynamic panel data models, distinguishing between …
Persistent link: https://www.econbiz.de/10009786037
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Cross-sectional methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685555
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GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances
Badinger, Harald (contributor); Egger, Peter (contributor) - 2008
This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...
Persistent link: https://www.econbiz.de/10003748246
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Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
Giulietti, Monica; Otero, Jesús G.; Smith, Jeremy - In: Economics letters 101 (2008) 3, pp. 188-192
Persistent link: https://www.econbiz.de/10003801247