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

SSRN Electronic Journal ◽

10.2139/ssrn.3904536 ◽

2021 ◽

Author(s):

M. Hashem Pesaran ◽

Yimeng Xie

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Latent Factors ◽

Cross Sectional ◽

Cross Sectional Dependence

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Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity

SSRN Electronic Journal ◽

10.2139/ssrn.2585334 ◽

2015 ◽

Cited By ~ 3

Author(s):

Chaohua Dong ◽

Jiti Gao ◽

Bin Peng

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Partially Linear ◽

Cross Sectional Dependence

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Large Panel Data Models with Cross-Sectional Dependence

The Oxford Handbook of Panel Data ◽

10.1093/oxfordhb/9780199940042.013.0001 ◽

2015 ◽

Author(s):

Badi H. Baltagi ◽

Alexander Chudik ◽

Hashem Pesaran

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Large Panel ◽

Cross Sectional Dependence

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Cross-Sectional Dependence in Panel Data Models: A Special Issue

Journal of Applied Econometrics ◽

10.1002/jae.2507 ◽

2016 ◽

Vol 31 (1) ◽

pp. 1-3 ◽

Cited By ~ 1

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Special Issue ◽

Cross Sectional ◽

Cross Sectional Dependence

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Estimation of Dynamic Panel Data Models with Cross-Sectional Dependence: Using Cluster Dependence for Efficiency

Journal of Applied Econometrics ◽

10.1002/jae.2486 ◽

2015 ◽

Vol 31 (1) ◽

pp. 85-105 ◽

Cited By ~ 2

Author(s):

Valentin Verdier

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Cross Sectional ◽

Dynamic Panel Data Models ◽

Cross Sectional Dependence

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Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Journal of Econometrics ◽

10.1016/j.jeconom.2013.02.004 ◽

2013 ◽

Vol 174 (2) ◽

pp. 107-126 ◽

Cited By ~ 26

Author(s):

Guido M. Kuersteiner ◽

Ingmar R. Prucha

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Limit Theory ◽

Cross Sectional Dependence

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A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

Statistics and Computing ◽

10.1007/s11222-012-9371-3 ◽

2012 ◽

Vol 24 (3) ◽

pp. 297-315 ◽

Cited By ~ 3

Author(s):

Loukia Meligkotsidou ◽

Elias Tzavalis ◽

Ioannis D. Vrontos

Keyword(s):

Panel Data ◽

Unit Root ◽

Bayesian Method ◽

Data Models ◽

Stationary Processes ◽

Panel Data Models ◽

Cross Sectional ◽

Cross Sectional Dependence

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Semiparametric Single--Index Panel Data Models with Cross--Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2401476 ◽

2014 ◽

Author(s):

Bin Peng ◽

Chaohua Dong ◽

Jiti Gao

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Single Index ◽

Cross Sectional Dependence

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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Journal of Econometrics ◽

10.1016/j.jeconom.2020.07.018 ◽

2020 ◽

Cited By ~ 1

Author(s):

Zongwu Cai ◽

Ying Fang ◽

Qiuhua Xu

Keyword(s):

Asset Pricing ◽

Panel Data ◽

Data Models ◽

Capital Asset Pricing ◽

Panel Data Models ◽

Capital Asset ◽

Pricing Models ◽

Cross Sectional ◽

Asset Pricing Models ◽

Cross Sectional Dependence

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Panel data models with cross-sectional dependence: a selective review

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-016-3441-9 ◽

2016 ◽

Vol 31 (2) ◽

pp. 127-147 ◽

Cited By ~ 8

Author(s):

Qiu-Hua Xu ◽

Zong-Wu Cai ◽

Ying Fang

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Selective Review ◽

Cross Sectional Dependence

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Heterogeneous panel data models with cross-sectional dependence

Journal of Econometrics ◽

10.1016/j.jeconom.2020.03.007 ◽

2020 ◽

Vol 219 (2) ◽

pp. 329-353 ◽

Cited By ~ 2

Author(s):

Jiti Gao ◽

Kai Xia ◽

Huanjun Zhu

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Cross Sectional Dependence ◽

Heterogeneous Panel

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