Mean group estimation in presence of weakly cross-correlated estimators
type: Item
instance of: scholarly article
title: Mean group estimation in presence of weakly cross-correlated estimators
zbMATH Open document ID: 1410.62090
author: Alexander Chudik
author: M. Hashem Pesaran
published in: Economics Letters
publication date: 2019-01-31T00:00:00Z
full work available at URL: 0349.pdf
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 7008771
zbMATH Keywords: mean group estimator
zbMATH Keywords: cross sectional dependence
zbMATH Keywords: spatial models
zbMATH Keywords: panel data
zbMATH Keywords: asymptotic covariance matrix
MaRDI profile type: Publication
OpenAlex ID: W2900517003
cites work: Split-panel Jackknife Estimation of Fixed-effect Models
cites work: HAC estimation in a spatial framework
cites work: Q2950659
cites work: Estimating long-run relationships from dynamic heterogeneous panels
cites work: Large panels with common factors and spatial correlation
Wikidata QID: Q128674038
DOI: 10.1016/J.ECONLET.2018.12.036
description: scientific article; zbMATH DE number 7008771