Cross-Sectional Dependence in Panel Data Analysis
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Publication:5080156
DOI10.1080/07474938.2011.611458zbMath1491.62258OpenAlexW2113628412MaRDI QIDQ5080156
Tom Wansbeek, Vasilis Sarafidis
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/20367/1/MPRA_paper_20367.pdf
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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