Pages that link to "Item:Q5080156"
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The following pages link to Cross-Sectional Dependence in Panel Data Analysis (Q5080156):
Displaying 33 items.
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Analysis of the cross-effects in a cross-lagged panel study (Q3738413) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
- Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- Panel data nowcasting (Q5867566) (← links)
- FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition (Q6054325) (← links)
- Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs (Q6579705) (← links)
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
- Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
- Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
