Panel data models with cross-sectional dependence: a selective review
DOI10.1007/s11766-016-3441-9zbMath1363.62110OpenAlexW2489942453MaRDI QIDQ729667
Qiuhua Xu, Ying Fang, Zong-Wu Cai
Publication date: 6 January 2017
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-016-3441-9
panel data modelsspatial dependencecross-sectional dependencecommon factorsinteractive fixed effects
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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