Modelling the risk of banking system instability in Indonesia using a cross-sectional dependence panel data model

Chan, F., Marinova, D. and Anderssen, R.S. (eds) MODSIM2011, 19th International Congress on Modelling and Simulation. ◽

10.36334/modsim.2011.d6.yap ◽

2011 ◽

Keyword(s):

Panel Data ◽

Data Model ◽

Banking System ◽

Panel Data Model ◽

Cross Sectional ◽

Cross Sectional Dependence

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Estimation for varying coefficient panel data model with cross-sectional dependence

Metrika ◽

10.1007/s00184-019-00739-0 ◽

2019 ◽

Vol 83 (3) ◽

pp. 377-410

Author(s):

Hua Liu ◽

Youquan Pei ◽

Qunfang Xu

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Varying Coefficient ◽

Cross Sectional Dependence

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A nonlinear panel data model of cross-sectional dependence

Journal of Econometrics ◽

10.1016/j.jeconom.2014.01.002 ◽

2014 ◽

Vol 179 (2) ◽

pp. 134-157 ◽

Cited By ~ 20

Author(s):

George Kapetanios ◽

James Mitchell ◽

Yongcheol Shin

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Cross Sectional Dependence

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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

Journal of Econometrics ◽

10.1016/j.jeconom.2012.04.004 ◽

2012 ◽

Vol 170 (1) ◽

pp. 164-177 ◽

Cited By ~ 130

Author(s):

Badi H. Baltagi ◽

Qu Feng ◽

Chihwa Kao

Keyword(s):

Panel Data ◽

Lagrange Multiplier ◽

Data Model ◽

Fixed Effects ◽

Panel Data Model ◽

Lagrange Multiplier Test ◽

Cross Sectional ◽

Cross Sectional Dependence

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Testing for Error Cross-Sectional Independence in a Two-Way Error Components Panel Data Model

SSRN Electronic Journal ◽

10.2139/ssrn.2708185 ◽

2015 ◽

Author(s):

Guangyu Mao

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Error Components

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A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model

Economics Letters ◽

10.1016/j.econlet.2021.109799 ◽

2021 ◽

Vol 201 ◽

pp. 109799

Author(s):

Bin Peng ◽

Junqi Yu ◽

Yi Zhu

Keyword(s):

Panel Data ◽

Data Model ◽

Fixed Effects ◽

Panel Data Model ◽

Cross Sectional ◽

Robust Test

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Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1446087 ◽

2018 ◽

Vol 47 (19) ◽

pp. 4808-4839

Author(s):

Guangyu Mao

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Error Components

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Vehicle Manufacturers' Decisions on Recall Timing: a Synthetic Panel Data Model

Journal of Economic Studies ◽

10.30776/jes.37.3.1 ◽

2019 ◽

Vol 37 (3) ◽

pp. 1-26

Author(s):

Yong-Kyun Bae

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Synthetic Panel

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Financial structure and the growth of manufacturing industry - An Empirical Analysis Based on panel data model of manufacturing industry

2020 16th Dahe Fortune China Forum and Chinese High-educational Management Annual Academic Conference (DFHMC) ◽

10.1109/dfhmc52214.2020.00040 ◽

2020 ◽

Author(s):

Zhan Li ◽

Shujun Ye

Keyword(s):

Panel Data ◽

Empirical Analysis ◽

Data Model ◽

Manufacturing Industry ◽

Financial Structure ◽

Panel Data Model

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The Influencing Factors of the Functional Division of Beijing-Tianjin-Hebei Urban Agglomerations Based on the Panel Data Model

2020 2nd International Conference on Economic Management and Model Engineering (ICEMME) ◽

10.1109/icemme51517.2020.00195 ◽

2020 ◽

Author(s):

Jiguo Sun ◽

Meiqing Zhang

Keyword(s):

Panel Data ◽

Influencing Factors ◽

Data Model ◽

Panel Data Model ◽

Urban Agglomerations

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Group structure detection for a high‐dimensional panel data model

Canadian Journal of Statistics ◽

10.1002/cjs.11646 ◽

2021 ◽

Author(s):

Wu Wang ◽

Zhongyi Zhu

Keyword(s):

Panel Data ◽

Data Model ◽

Group Structure ◽

Panel Data Model ◽

High Dimensional ◽

Structure Detection

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