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Detection of units with pervasive effects in large panel data models

Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541

Persistent link: https://www.econbiz.de/10012619248

A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors

Pesaran, M. Hashem; Xie, Yimeng - 2021

result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

Persistent link: https://www.econbiz.de/10012602162

A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors

Pesaran, M. Hashem; Xie, Yimeng - 2021

result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

Persistent link: https://www.econbiz.de/10013215800

A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors

Pesaran, M. Hashem; Xie, Yimeng - 2021

Persistent link: https://www.econbiz.de/10013259565

Bootstrapping factor models with cross sectional dependence

Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495

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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1

Das, Panchanan - 2019

This book introduces econometric analysis of cross section, time series and panel data with the application of … statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and … in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and …