This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. Keywords: random …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random …-sectional dependence in panel data models. …

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random ….cient models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel … the theory, quite robust to the presence of unit roots and structural breaks. The use of the CD test is illustrated by …

This paper presents a new approach to estimation and inference in panel data models with a multifactor error structure …

This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …, and as predicted by the theory, quite robust to the presence of unit roots and structural breaks. The use of the CD test …