Nothing Special   »   [go: up one dir, main page]

create a website
Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_4371.

Full description at Econpapers || Download paper

Cited: 108

Citations received by this document

Cites: 83

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

    Full description at Econpapers || Download paper

  2. Financial development, violence, and resource curse: How mineral resources are contributing towards growth of resource-rich countries. (2024). Yan, Han.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012576.

    Full description at Econpapers || Download paper

  3. Impact of regional trade integration and energy transition on natural resources footprints in Asian Countries. (2024). Lin, Zijie ; Liu, Yue.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012564.

    Full description at Econpapers || Download paper

  4. Hospital cost efficiency: an examination of US acute care inpatient hospitals. (2023). Linde, Sebastian.
    In: International Journal of Health Economics and Management.
    RePEc:kap:ijhcfe:v:23:y:2023:i:3:d:10.1007_s10754-023-09356-x.

    Full description at Econpapers || Download paper

  5. Economic growth and pollutant emissions: new panel evidence from the union for the Mediterranean countries. (2023). Rault, Christophe ; Fateh, BELAID ; Belaid, Fateh ; ben Abdeljelil, Mouna.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09476-3.

    Full description at Econpapers || Download paper

  6. Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp15853.

    Full description at Econpapers || Download paper

  7. Impact of Financial Inclusion, Globalization, Renewable Energy, ICT, and Economic Growth on CO 2 Emission in OBOR Countries. (2023). Limongi, Ricardo ; Khurshid, Aitzaz ; Hanif, Muhammad Shehzad ; Khan, Noheed ; Josoa, Eric Zonia ; Ny, Andriandafiarisoa Ralison ; Xiang, LI ; Marcelline, Raymondo Sandra.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:8:p:6534-:d:1121739.

    Full description at Econpapers || Download paper

  8. Environmental Change and Inclusive Finance: Does Governance Quality Matter for African Countries?. (2023). Mekni, Mohamed Mehdi ; Bousrih, Jihen ; Mabrouk, Fatma ; Borgi, Hela.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3533-:d:1068590.

    Full description at Econpapers || Download paper

  9. Breaks in the Phillips Curve: Evidence from Panel Data. (2023). Wright, Jonathan H.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2023-15.

    Full description at Econpapers || Download paper

  10. Role of financial inclusion, green innovation, and energy efficiency for environmental performance? Evidence from developed and emerging economies in the lens of sustainable development. (2023). Raza, Syed ; Shahzad, Umer ; Nakonieczny, Joanna ; Singh, Amit Kumar.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:64:y:2023:i:c:p:213-224.

    Full description at Econpapers || Download paper

  11. Natural resources, carbon neutrality, and fiscal federalism: Implications for G7 countries amid rising Covid-19 concerns. (2023). Zhang, Zesen ; Hou, Yufei ; Li, Mulin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:87:y:2023:i:pa:s0301420723009340.

    Full description at Econpapers || Download paper

  12. Are digitalization and human development discarding the resource curse in emerging economies?. (2023). Yu, Yanliang ; Abid, Nabila ; Shi, Changkuan ; Liang, Huijun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300555x.

    Full description at Econpapers || Download paper

  13. Revisiting resources extraction perspective in determining the tourism industry: Globalisation and human capital for next-11 economies. (2023). Guo, Yirong ; Chen, Liang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005299.

    Full description at Econpapers || Download paper

  14. Role of stock market return and natural resources utilisation on green economic development: Empirical evidence from China. (2023). Xia, YU.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001332.

    Full description at Econpapers || Download paper

  15. Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142.

    Full description at Econpapers || Download paper

  16. Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10201.

    Full description at Econpapers || Download paper

  17. On the Nexus Between Institutions and Economic Development: An Empirical Analysis for Sub-Saharan African Countries. (2022). Acaravci, Ali ; Erdogan, Sinan.
    In: The European Journal of Development Research.
    RePEc:pal:eurjdr:v:34:y:2022:i:4:d:10.1057_s41287-021-00445-6.

    Full description at Econpapers || Download paper

  18. Climate change and economic prosperity: Evidence from a flexible damage function. (2022). Eberhardt, Markus ; Desbordes, Rodolphe.
    In: Discussion Papers.
    RePEc:not:notgep:2022-06.

    Full description at Econpapers || Download paper

  19. Trading Kuznets curve: empirical analysis for China. (2022). Sarkodie, Samuel Asumadu ; Erdogan, Sinan ; Akalin, Guray ; Yasar, Ercan.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:3:d:10.1007_s10663-022-09546-9.

    Full description at Econpapers || Download paper

  20. Long-run dynamics between trade liberalization and income inequality in the European Union: a second generation approach. (2022). Karul, Cagin ; Gueye, Ghislain Nono ; Akyuz, Mert.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:3:d:10.1007_s10663-022-09539-8.

    Full description at Econpapers || Download paper

  21. Global Structural Shocks and FDI Dynamic Impact on Productive Capacities: An Application of CS-ARDL Estimation. (2022). Khan, Mohammed Arshad ; Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Sohail, Hafiz M ; Ullah, Mirzat.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2022:i:1:p:283-:d:1013641.

    Full description at Econpapers || Download paper

  22. Impact of Government Stability and Investment Profile on Forest Area: The Role of Natural Protected Areas. (2022). Alvarado, Rafael ; Zhang, Caihong ; Qiao, Sha ; Bravo-Benavides, Diana ; Pinzon, Stefania ; Cuesta, Lizeth.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:8:p:4395-:d:788732.

    Full description at Econpapers || Download paper

  23. Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model. (2022). Ogujiuba, Kanayo ; Maredza, Andrew ; Olamide, Ebenezer.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:6:p:3490-:d:772518.

    Full description at Econpapers || Download paper

  24. Causal Link between Technological Innovation and Inequality Moderated by Public Spending, Manufacturing, Agricultural Employment, and Export Diversification. (2022). Tillaguango, Brayan ; Cuesta, Lizeth ; Tang, Tao ; Zarate, Natalia ; Bravo-Benavides, Diana ; Rehman, Abdul ; Alvarado, Rafael.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:14:p:8474-:d:860024.

    Full description at Econpapers || Download paper

  25. Does green innovation, energy productivity and environmental taxes limit carbon emissions in developed economies: Implications for sustainable development. (2022). Jamaani, Fouad ; Xie, Peijun.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:63:y:2022:i:c:p:66-78.

    Full description at Econpapers || Download paper

  26. Heterogeneous effects of renewable energy and structural change on environmental pollution in Africa: Do natural resources and environmental technologies reduce pressure on the environment?. (2022). Kousar, Rakhshanda ; Usman, Muhammad ; Ajide, Kazeem Bello ; Ibrahim, Ridwan Lanre.
    In: Renewable Energy.
    RePEc:eee:renene:v:200:y:2022:i:c:p:244-256.

    Full description at Econpapers || Download paper

  27. Innovation and carbon emissions: Fixed-effects panel threshold model estimation for renewable energy. (2022). Ostadzad, Ali Hossein.
    In: Renewable Energy.
    RePEc:eee:renene:v:198:y:2022:i:c:p:602-617.

    Full description at Econpapers || Download paper

  28. Volatility in natural resources prices and economic performance: Evidence from BRICS economies. (2022). Cong, Phan The ; Ramos, Carlos Samuel ; Jain, Vipin ; Kashif, Maryam ; Mughal, Nafeesa ; Wen, Jun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004803.

    Full description at Econpapers || Download paper

  29. Natural resources rents and economic performance: Post-COVID-19 era for G7 countries. (2022). Kaur, Prabjot ; Vu, Hieu Minh ; Arif, Asma ; Mughal, Nafeesa ; Liying, Song ; Hordofa, Tolassa Temesgen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004505.

    Full description at Econpapers || Download paper

  30. Is the price elasticity of demand asymmetric? Evidence from public transport demand. (2022). Offiaeli, Kingsley ; Yaman, Firat.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:203:y:2022:i:c:p:318-335.

    Full description at Econpapers || Download paper

  31. .

    Full description at Econpapers || Download paper

  32. The impact of economic, social, and political globalization and democracy on life expectancy in low-income countries: are sustainable development goals contradictory?. (2021). Güzel, Arif ; Acaravci, Ali ; Arslan, Unal ; Guzel, Arif Eser.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:23:y:2021:i:9:d:10.1007_s10668-021-01225-2.

    Full description at Econpapers || Download

  33. Renewable, Non-renewable Energy Consumption and Economic Growth Nexus in G7: Fresh Evidence from CS-ARDL. (2021). Destek, Mehmet ; Guzel, Arif Eser ; Okumus, Lyas.
    In: MPRA Paper.
    RePEc:pra:mprapa:114136.

    Full description at Econpapers || Download paper

  34. Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach. (2021). Polat, Onur ; Es, Gozde.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2021:v:12:p:219-241.

    Full description at Econpapers || Download paper

  35. Linear panel regressions with two-way unobserved heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:39/21.

    Full description at Econpapers || Download paper

  36. Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries. (2021). Ajmi, Ahdi Noomen ; Sarkodie, Samuel Asumadu ; Owusu, Phebe Asantewaa ; Adedoyin, Festus Fatai.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:8:p:4118-:d:531678.

    Full description at Econpapers || Download paper

  37. Renewable Energy Use and Ecological Footprints Mitigation: Evidence from Selected South Asian Economies. (2021). Murshed, Muntasir ; Mahmood, Haider ; Xue, Lian ; Yousef, Tarek Tawfik ; Haseeb, Mohammad.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:4:p:1613-:d:492444.

    Full description at Econpapers || Download paper

  38. Determinants of Insurance Penetration in West African Countries: A Panel Auto Regressive Distributed Lag Approach. (2021). Msomi, Thabiso ; Olarewaju, Odunayo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:350-:d:605251.

    Full description at Econpapers || Download paper

  39. The Impact of Port Performance on Trade: The Case of Selected African States. (2021). Mlambo, Courage.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:4:p:135-:d:641832.

    Full description at Econpapers || Download paper

  40. Pitfalls in the cointegration analysis of housing prices with the macroeconomy: Evidence from OECD countries. (2021). Gueye, Ghislain Nono.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137721000012.

    Full description at Econpapers || Download paper

  41. Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo.
    In: Papers.
    RePEc:arx:papers:2109.11911.

    Full description at Econpapers || Download paper

  42. Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors. (2021). Yao, Jianfeng ; Li, Zhaoyuan.
    In: Papers.
    RePEc:arx:papers:2103.06075.

    Full description at Econpapers || Download paper

  43. Working women and per capita household consumption expenditures; an untouched reality. (2020). Borbaova, Denisa ; Jamil, Ihsan ; Hussain, Hadi ; Waheed, Junaid ; Jun, Wen ; Anser, Muhammad Khalid.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:38:y:2020:i:1:p:35-69.

    Full description at Econpapers || Download paper

  44. Oil Price Shocks and Renewable Energy Transition: Empirical evidence from net oil-importing South Asian economies. (2020). Tanha, Muntaha Masud ; Murshed, Muntasir.
    In: MPRA Paper.
    RePEc:pra:mprapa:100162.

    Full description at Econpapers || Download paper

  45. Is External Debt Hampering Growth in the ECOWAS Region?. (2020). Nzue, Felix Fofana .
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:12:y:2020:i:4:p:54.

    Full description at Econpapers || Download paper

  46. Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Balcilar, Mehmet ; Lee, Chien-Chiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312.

    Full description at Econpapers || Download paper

  47. The exchange rate and export variety: A cross-country analysis with long panel estimators. (2020). Goya, Daniel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:649-665.

    Full description at Econpapers || Download paper

  48. CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach. (2020). Smyth, Russell ; Munir, Qaiser ; Lean, Hooi Hooi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303664.

    Full description at Econpapers || Download paper

  49. Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2050.

    Full description at Econpapers || Download paper

  50. .

    Full description at Econpapers || Download paper

  51. Economic development and environmental sustainability: evidence from Asia. (2019). PARK, DONGHYUN ; LE, Thai-Ha ; Chang, Youngho.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1494-8.

    Full description at Econpapers || Download paper

  52. Moderating effect of inflation on the finance–growth nexus: insights from West African countries. (2019). Lee, Chien-Chiang ; Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1442-7.

    Full description at Econpapers || Download paper

  53. Productivity effects of human capital: an empirical investigation of health and higher education in South Africa. (2019). Wilfred, Akinola Gbenga ; Mbonigaba, Josue.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:277-301.

    Full description at Econpapers || Download paper

  54. Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness. (2019). GAO, Jiti ; Yang, Yanrong ; Liu, Fei.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2019-24.

    Full description at Econpapers || Download paper

  55. Tax vs. Debt Management Under Entitlement Spending: a Multicountry Study. (2019). Hughes Hallett, Andrew ; Dia, Enzo ; Cerniglia, Floriana.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-018-9517-9.

    Full description at Econpapers || Download paper

  56. Real Exchange Rates and the Balance of Trade: Does the J-curve Effect Really Hold?. (2019). Yazgan, Ege ; Ozturk, Serda Selin.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-018-9510-3.

    Full description at Econpapers || Download paper

  57. Did rainfall shocks cause civil conflict in Sub-Saharan Africa? The implications of data revisions. (2019). Sim, Nicholas ; Liang, Weidong.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:60:y:2019:i:c:s0176268018301514.

    Full description at Econpapers || Download paper

  58. The Exchange Rate and Export Variety: A cross-country analysis with long panel estimators. (2018). Goya, Daniel.
    In: Working Papers.
    RePEc:ucv:wpaper:2018-01.

    Full description at Econpapers || Download paper

  59. Education and health: welfare state composition and growth across country groups. (2018). Simões, Marta ; Andrade, João.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2018:v:9:p:111-144.

    Full description at Econpapers || Download paper

  60. Wealth Effects on Household Final Consumption: Stock and Housing Market Channels. (2018). Morri, Giacomo ; coskun, yener ; Atasoy, Burak ; alp coşkun, esra.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:2:p:57-:d:150855.

    Full description at Econpapers || Download paper

  61. Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219.

    Full description at Econpapers || Download paper

  62. Fiscal sustainability vs. fiscal stability: tax and debt under entitlement spending. (2018). Hughes Hallett, Andrew ; Dia, Enzo ; cerniglia -Enzo, Floriana.
    In: CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale.
    RePEc:crn:wpaper:crn1801.

    Full description at Econpapers || Download paper

  63. Dynamics of Lintner’s Model in the Dividend Payment Process of Nigerian Banks. (2017). Olarewaju, Odunayo Magret ; Migiro, Stephen Oseko ; Sibanda, Mabutho.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:67:y:2017:i:3:p:79-94.

    Full description at Econpapers || Download paper

  64. South African Sucrose Quality in Sugar: Determinants and its Empirical Implications. (2017). Rhodes, Bruce ; DOORASAMY, Mishelle .
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2017:i:5:p:106-121.

    Full description at Econpapers || Download paper

  65. Does Competition Cause Stability in Banks? SFA and GMM Application to Sub-Saharan Africa Commercial Banks. (2017). Kwenda, Farai ; Akande, Joseph Olorunfemi.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2017:i:4:p:173-186.

    Full description at Econpapers || Download paper

  66. Testing the environmental Kuznets curve hypothesis across the U.S.: Evidence from panel mean group estimators. (2017). Atasoy, Burak.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:77:y:2017:i:c:p:731-747.

    Full description at Econpapers || Download paper

  67. Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639.

    Full description at Econpapers || Download paper

  68. Fiscal Sustainability in Central and Latin America Countries: Evidence from a Panel Cointegration Approach. (2017). Christophe, Ehrhart ; Llorca, Matthieu.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00794.

    Full description at Econpapers || Download paper

  69. Is Health Care Infected by Baumol’s Cost Disease? Test of a New Model. (2017). Reed, W. ; Menclova, Andrea ; Atanda, Akinwande A.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:17/11.

    Full description at Econpapers || Download paper

  70. Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models. (2017). Hacioglu Hoke, Sinem ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0683.

    Full description at Econpapers || Download paper

  71. Sovereign default risk in OECD countries: do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:996.

    Full description at Econpapers || Download paper

  72. Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model. (2016). Kao, Chihwa ; Baltagi, Badi ; Wang, FA.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:189.

    Full description at Econpapers || Download paper

  73. Estimation of Panel Model with Spatial Autoregressive Error and Common Factors. (2016). Qian, J B.
    In: Computational Economics.
    RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9494-7.

    Full description at Econpapers || Download paper

  74. Inequality and Growth; A Heterogeneous Approach. (2016). Grigoli, Francesco ; Di Bella, C. ; Paredes, Evelio .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/244.

    Full description at Econpapers || Download paper

  75. Determinants of International Consumption Risk Sharing in Emerging Markets and Developing Countries. (2016). Gardberg, Malin.
    In: EcoMod2016.
    RePEc:ekd:009007:9452.

    Full description at Econpapers || Download paper

  76. Kernel estimation of hazard functions when observations have dependent and common covariates. (2016). Wolter, James Lewis .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:1:p:1-16.

    Full description at Econpapers || Download paper

  77. Convergence in income distributions: Evidence from a panel of countries. (2016). Dhongde, Shatakshee ; Chambers, Dustin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:262-270.

    Full description at Econpapers || Download paper

  78. Assessing market (dis)integration in early modern China and Europe. (2016). Eberhardt, Markus ; Bernhofen, Daniel ; Morgan, Stephen L ; Li, Jianan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11288.

    Full description at Econpapers || Download paper

  79. Is Health Care Infected by Baumol’s Cost Disease? Test of a New Model. (2016). Reed, W. ; Menclova, Andrea ; Atanda, Akinwande A.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:16/33.

    Full description at Econpapers || Download paper

  80. Is Health Care Infected by Baumol’s Cost Disease? Test of a New Model Using an OECD Dataset. (2016). Reed, W. ; Menclova, Andrea ; Atanda, Akinwande A.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:16/04.

    Full description at Econpapers || Download paper

  81. International R&D Spillovers and other Unobserved Common Spillovers and Shocks. (2015). Ruge Leiva, Diego Ivan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:63500.

    Full description at Econpapers || Download paper

  82. Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:761.

    Full description at Econpapers || Download paper

  83. Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Bernhofen, Daniel ; Li, Jianan.
    In: Discussion Papers.
    RePEc:not:notgep:15/12.

    Full description at Econpapers || Download paper

  84. The determinants of CDS open interest dynamics. (2015). Vieira, Carlos ; Silva, Paulo ; da Silva, Paulo Pereira .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:21:y:2015:i:c:p:95-109.

    Full description at Econpapers || Download paper

  85. Carbon footprint and emission determinants in Africa. (2015). Asane-Otoo, Emmanuel .
    In: Energy.
    RePEc:eee:energy:v:82:y:2015:i:c:p:426-435.

    Full description at Econpapers || Download paper

  86. Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Bernhofen, Daniel ; Li, Jianan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5580.

    Full description at Econpapers || Download paper

  87. Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels. (2015). Marco, Hernandez Vega.
    In: Working Papers.
    RePEc:bdm:wpaper:2015-03.

    Full description at Econpapers || Download paper

  88. International R&D Spillovers and other Unobserved Common Spillovers and Shocks. (2015). Ruge-Leiva, Diego-Ivan.
    In: Papers.
    RePEc:arx:papers:1502.06805.

    Full description at Econpapers || Download paper

  89. A fast-forward look at tertiary education attainment in Europe 2020. (2014). Elia, Leandro ; Dragomirescu-Gaina, Catalin ; Weber, Anke.
    In: MPRA Paper.
    RePEc:pra:mprapa:57957.

    Full description at Econpapers || Download paper

  90. International R&D Spillovers and Unobserved Common Shocks. (2014). Ruge-Leiva, Diego-Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:56718.

    Full description at Econpapers || Download paper

  91. Agricultural Technology and Structural Change. (2014). Vollrath, Dietrich.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:wps/2014-21.

    Full description at Econpapers || Download paper

  92. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda .
    In: Working Papers.
    RePEc:hhs:lunewp:2014_012.

    Full description at Econpapers || Download paper

  93. Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors. (2014). Westerlund, Joakim ; Reese, Simon.
    In: Working Papers.
    RePEc:hhs:lunewp:2014_008.

    Full description at Econpapers || Download paper

  94. Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective. (2014). Melina, Giovanni ; Fragetta, Matteo ; Costantini, Mauro.
    In: European Economic Review.
    RePEc:eee:eecrev:v:70:y:2014:i:c:p:337-349.

    Full description at Econpapers || Download paper

  95. The Multiple Impacts of the Exchange Rate on Export Diversification. (2014). Goya, Daniel.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1436.

    Full description at Econpapers || Download paper

  96. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects. (2013). BRESSON, Georges ; Baltagi, Badi ; Etienne, Jean-Michae .
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:163.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahn, S. C. and A. R. Horenstein (2013). Eigenvalue ratio test for the number of factors. Econometrica 81(3), 1203–1207.

  2. Amengual, D. and M. W. Watson (2007). Consistent estimation of the number of dynamic factors in a large N and T panel. Journal of Business and Economic Statistics 25(1), 91–96.

  3. Andrews, D. (2005). Cross section regression with common shocks. Econometrica 73, 1551–1585.

  4. Anselin, L. (1988). Spatial Econometrics: Methods and Models. Dordrecht, The Netherlands: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
  5. Anselin, L. (2001). Spatial econometrics. In B. H. Baltagi (Ed.), A Companion to Theoretical Econometrics. Blackwell, Oxford.
    Paper not yet in RePEc: Add citation now
  6. Anselin, L. and A. K. Bera (1998). Spatial dependence in linear regression models with an introduction to spatial econometrics. In A. Ullah and D. E. A. Giles (Eds.), Handbook of Applied Economic Statistics. Marcel Dekker, New York.
    Paper not yet in RePEc: Add citation now
  7. Bai, J. (2009). Panel data models with interactive …xed eects. Econometrica 77, 1229–1279.
    Paper not yet in RePEc: Add citation now
  8. Bai, J. and S. Ng (2002). Determining the number of factors in approximate factor models. Econometrica 70, 191–221.

  9. Bai, J. and S. Ng (2007). Determining the number of primitive shocks in factor models. Journal of Business and Economic Statistics 25(1), 52–60.

  10. Bai, J. and S. Ng (2008). Large dimensional factor analysis. Foundations and Trends in Econometrics 3(2), 89–168.

  11. Bai, Z. D. and J. W. Silverstein (1998). No eigenvalues outside the support of the limiting spectral distribution of large dimensional sample covariance matrices. Annals of Probability 26(1), 316–345.
    Paper not yet in RePEc: Add citation now
  12. Bailey, N., G. Kapetanios, and M. H. Pesaran (2012). Exponents of cross-sectional dependence: Estimation and inference. CESifo Working Paper No. 3722, revised July 2013.

  13. Baltagi, B. H., Q. Feng, and C. Kao (2011). Testing for sphericity in a …xed eects panel data model. The Econometrics Journal 14, 25–47.

  14. Baltagi, B. H., S. Song, and W. Koh (2003). Testing panel data regression models with spatial error correlation. Journal of Econometrics 117, 123–150.

  15. Berk, K. N. (1974). Consistent autoregressive spectral estimates. The Annals of Statistics 2, 489–502.
    Paper not yet in RePEc: Add citation now
  16. Breitung, J. and I. Choi (2013). Factor models. In N. Hashimzade and M. A. Thornton (Eds.), Handbook Of Research Methods And Applications In Empirical Macroeconomics, Chapter 11. Edward Elgar.

  17. Breitung, J. and U. Pigorsch (2013). A canonical correlation approach for selecting the number of dynamic factors. Oxford Bulletin of Economics and Statistics 75(1), 23–36.

  18. Breusch, T. S. and A. R. Pagan (1980). The Lagrange Multiplier test and its application to model speci…cations in econometrics. Review of Economic Studies 47, 239–253.

  19. Chamberlain, G. (1983). Funds, factors and diversi…cation in arbitrage pricing models. Econometrica 51, 1305–1324.
    Paper not yet in RePEc: Add citation now
  20. Chamberlain, G. (1984). Panel data. In Z. Griliches and M. Intrilligator (Eds.), Handbook of Econometrics, Volume 2, Chapter 22, pp. 1247–1318. North-Holland, Amsterdam.
    Paper not yet in RePEc: Add citation now
  21. Choi, I. and H. Jeong (2013). Model selection for factor analysis: Some new criteria and performance comparisons. Research Institute for Market Economy (RIME) Working Paper No.1209, Sogang University.

  22. Chudik, A. and M. H. Pesaran (2013a). Aggregation in large dynamic panels. forthcoming in Journal of Econometrics.

  23. Chudik, A. and M. H. Pesaran (2013b). Common correlated eects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. CESifo Working Paper No. 4232.

  24. Chudik, A. and M. H. Pesaran (2013c). Econometric analysis of high dimensional VARs featuring a dominant unit. Econometric Reviews 32, 592–649.

  25. Chudik, A., M. H. Pesaran, and E. Tosetti (2011). Weak and strong cross section dependence and estimation of large panels. The Econometrics Jounal 14, C45–C90.

  26. Cli, A. and J. K. Ord (1973). Spatial Autocorrelation. Pion, London.
    Paper not yet in RePEc: Add citation now
  27. Cli, A. and J. K. Ord (1981). Spatial Processes: Models and Applications. Pion, London.
    Paper not yet in RePEc: Add citation now
  28. Coakley, J., A. M. Fuertes, and R. Smith (2002). A principal components approach to crosssection dependence in panels. Birkbeck College Discussion Paper 01/2002.

  29. Dhaene, G. and K. Jochmans (2012). Split-panel jackknife estimation of …xed-eect models.

  30. Dufour, J. M. and L. Khalaf (2002). Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. Journal of Econometrics 106, 143–170.

  31. Everaert, G. and T. D. Groote (2012). Common correlated eects estimation of dynamic panels with cross-sectional dependence. Mimeo, 9 November 2012.

  32. Forni, M. and M. Lippi (2001). The generalized factor model: Representation theory. Econometric Theory 17, 1113–1141.

  33. Forni, M., M. Hallin, M. Lippi, and L. Reichlin (2000). The generalized dynamic factor model: Identi…cation and estimation. Review of Economics and Statistic 82, 540–554.

  34. Forni, M., M. Hallin, M. Lippi, and L. Reichlin (2004). The generalized dynamic factor model: Consistency and rates. Journal of Econometrics 119, 231–235.

  35. Frees, E. W. (1995). Assessing cross sectional correlation in panel data. Journal of Econometrics 69, 393–414.

  36. Geweke, J. (1977). The dynamic factor analysis of economic time series. In D. Aigner and A. Goldberger (Eds.), Latent variables in socio-economic models. Amsterdam: North-Holland.
    Paper not yet in RePEc: Add citation now
  37. Gourieroux, C., A. Monfort, E. Renault, and A. Trognon (1987). Generalised residuals. Journal of Econometrics 34, 5–32.

  38. Granger, C. W. J. (1980). Long memory relationships and the aggregation of dynamic models. Journal of Econometrics 14, 227–238.

  39. Hachem, W., P. Loubaton, and J. Najim (2005). The empirical eigenvalue distribution of a gram matrix: From independence to stationarity. Markov Processes and Related Fields 11(4), 629– 648.
    Paper not yet in RePEc: Add citation now
  40. Haining, R. P. (2003). Spatial Data Analysis: Theory and Practice. Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  41. Hallin, M. and R. Liska (2007). The generalized dynamic factor model: determining the number of factors. Journal of the American Statistical Association 102, 603–617.

  42. Harding, M. (2013). Estimating the number of factors in large dimensional factor models. mimeo, April 2013.
    Paper not yet in RePEc: Add citation now
  43. Holly, S., M. H. Pesaran, and T. Yagamata (2011). Spatial and temporal diusion of house prices in the UK. Journal of Urban Economics 69, 2–23.
    Paper not yet in RePEc: Add citation now
  44. Hsiao, C., M. H. Pesaran, and A. Pick (2012). Diagnostic tests of cross-section independence for limited dependent variable panel data models. Oxford Bulletin of Economics and Statistics 74, 253–277.

  45. Hurwicz, L. (1950). Least squares bias in time series. In T. C. Koopman (Ed.), Statistical Inference in Dynamic Economic Models. New York: Wiley.
    Paper not yet in RePEc: Add citation now
  46. Jensen, P. S. and T. D. Schmidt (2011). Testing cross-sectional dependence in regional panel data. Spatial Economic Analysis 6(4), 423–450.

  47. John, S. (1971). Some optimal multivariate tests. Biometrika 58, 123–127.
    Paper not yet in RePEc: Add citation now
  48. Kapetanios, G. (2004). A new method for determining the number of factors in factor models with large datasets. Queen Mary University of London, Working Paper No. 525.

  49. Kapetanios, G. (2010). A testing procedure for determining the number of factors in approximate factor models with large datasets. Journal of Business and Economic Statistics 28(3), 397– 409.

  50. Kapetanios, G., M. H. Pesaran, and T. Yagamata (2011). Panels with nonstationary multifactor error structures. Journal of Econometrics 160, 326–348.

  51. Lee, L.-F. and J. Yu (2010). Some recent developments in spatial panel data model. Regional Science and Urban Economics 40, 255–271.

  52. Lee, L.-F. and J. Yu (2013). Spatial panel data models. Mimeo, April, 2013.
    Paper not yet in RePEc: Add citation now
  53. Lee, N., H. R. Moon, and M. Weidner (2012). Analysis of interactive …xed eects dynamic linear panel regression with measurement error. Economics Letters 117(1), 239–242.

  54. Moon, H. R. and M. Weidner (2010). Dynamic linear panel regression models with interactive …xed eects. Mimeo, July 2010.

  55. Moran, P. A. P. (1948). The interpretation of statistical maps. Biometrika 35, 255–60.
    Paper not yet in RePEc: Add citation now
  56. Moscone, F. and E. Tosetti (2009). A review and comparison of tests of cross section independence in panels. Journal of Economic Surveys 23, 528–561.

  57. Ng, S. (2006). Testing cross section correlation in panel data using spacings. Journal of Business and economic statistics 24, 12–23.

  58. O’Connell, P. G. J. (1998). The overvaluation of purchasing power parity. Journal of International Economics 44, 1–19.
    Paper not yet in RePEc: Add citation now
  59. Onatski, A. (2009). Testing hypotheses about the number of factors in large factor models.

  60. Onatski, A. (2010). Determining the number of factors from empirical distribution of eigenvalues.

  61. Onatski, A. (2012). Asymptotics of the principal components estimator of large factor models with weakly in‡uential factors. Journal of Econometrics 168, 244–258.

  62. Pesaran, M. H. (2004). General diagnostic tests for cross section dependence in panels. CESifo Working Paper No. 1229.

  63. Pesaran, M. H. (2006). Estimation and inference in large heterogeneous panels with multifactor error structure. Econometrica 74, 967–1012.

  64. Pesaran, M. H. (2013). Testing weak cross-sectional dependence in large panels. forthcoming in Econometric Reviews.
    Paper not yet in RePEc: Add citation now
  65. Pesaran, M. H. and E. Tosetti (2011). Large panels with common factors and spatial correlation. Journal of Econometrics 161(2), 182–202.

  66. Pesaran, M. H. and R. Smith (1995). Estimation of long-run relationships from dynamic heterogeneous panels. Journal of Econometrics 68, 79–113.

  67. Pesaran, M. H. and T. Yamagata (2008). Testing slope homogeneity in large panels. Journal of Econometrics 142, 50–93.

  68. Pesaran, M. H., A. Ullah, and T. Yamagata (2008). A bias-adjusted LM test of error cross section independence. The Econometrics Journal 11, 105–127.

  69. Phillips, P. C. B. and D. Sul (2003). Dynamic panel estimation and homogeneity testing under cross section dependence. The Econometrics Journal 6, 217–259.

  70. Phillips, P. C. B. and D. Sul (2007). Bias in dynamic panel estimation with …xed eects, incidental trends and cross section dependence. Journal of Econometrics 137, 162–188.
    Paper not yet in RePEc: Add citation now
  71. Said, E. and D. A. Dickey (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika 71, 599–607.
    Paper not yet in RePEc: Add citation now
  72. Sara…dis, V. and D. Robertson (2009). On the impact of error cross-sectional dependence in short dynamic panel estimation. The Econometrics Journal 12, 62–81.

  73. Sara…dis, V. and T. Wansbeek (2012). Cross-sectional dependence in panel data analysis. Econometric Reviews 31, 483–531.

  74. Sara…dis, V., T. Yagamata, and D. Robertson (2009). A test of cross section dependence for a linear dynamic panel model with regressors. Journal of Econometrics 148, 149–161.

  75. Sargan, J. (1988). Testing for misspeci…cation after estimation using instrumental variables. In E. Maasoumi (Ed.), Contributions to Econometrics: John Denis Sargan, Volume 1. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  76. Sargent, T. J. and C. A. Sims (1977). Business cycle modeling without pretending to have too much a-priori economic theory. In C. Sims (Ed.), New methods in business cycle research. Minneapolis: Federal Reserve Bank of Minneapolis.
    Paper not yet in RePEc: Add citation now
  77. Schott, J. R. (2005). Testing for complete independence in high dimensions. Biometrika 92, 951–956.

  78. So, B. S. and D. W. Shin (1999). Recursive mean adjustment in time series inferences. Statistics & Probability Letters 43, 65–73.

  79. Song, M. (2013). Asymptotic theory for dynamic heterogeneous panels with cross-sectional dependence and its applications. Mimeo, 30 January 2013.
    Paper not yet in RePEc: Add citation now
  80. Stock, J. H. and M. W. Watson (2011). Dynamic factor models. In M. P. Clements and D. F. Hendry (Eds.), The Oxford Handbook of Economic Forecasting. Oxford University Press.

  81. Westerlund, J. and J. Urbain (2011). Cross-sectional averages or principal components? Research Memoranda 053, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.

  82. Whittle, P. (1954). On stationary processes on the plane. Biometrika 41, 434–449.
    Paper not yet in RePEc: Add citation now
  83. Yin, Y. Q., Z. D. Bai, and P. R. Krishnainiah (1988). On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Probability Theory and Related Fields 78(4), 509–521.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
    In: The World Economy.
    RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

    Full description at Econpapers || Download paper

  2. Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc.
    In: KOF Working papers.
    RePEc:kof:wpskof:21-492.

    Full description at Econpapers || Download paper

  3. Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Papers.
    RePEc:arx:papers:1911.02173.

    Full description at Econpapers || Download paper

  4. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
    In: Papers.
    RePEc:arx:papers:1910.10382.

    Full description at Econpapers || Download paper

  5. Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo.
    In: Papers.
    RePEc:arx:papers:1708.02786.

    Full description at Econpapers || Download paper

  6. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

    Full description at Econpapers || Download paper

  7. Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre .
    In: CREATES Research Papers.
    RePEc:aah:create:2016-05.

    Full description at Econpapers || Download paper

  8. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke .
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-17.

    Full description at Econpapers || Download paper

  9. Short-term forecasting with mixed-frequency data: A MIDASSO approach. (2015). Siliverstovs, Boriss.
    In: KOF Working papers.
    RePEc:kof:wpskof:15-375.

    Full description at Econpapers || Download paper

  10. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:246:y:2015:i:1:p:140-153.

    Full description at Econpapers || Download paper

  11. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

    Full description at Econpapers || Download paper

  12. Risks of large portfolios. (2015). Liao, Yuan ; Fan, Jianqing ; Shi, Xiaofeng .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

    Full description at Econpapers || Download paper

  13. Estimating the common break date in large factor models. (2015). Chen, Liang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74.

    Full description at Econpapers || Download paper

  14. Analyzing business cycle asymmetries in a multi-level factor model. (2015). Breitung, Jörg ; Eickmeier, Sandra.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:31-34.

    Full description at Econpapers || Download paper

  15. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-28.

    Full description at Econpapers || Download paper

  16. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1007_15.

    Full description at Econpapers || Download paper

  17. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-38.

    Full description at Econpapers || Download paper

  18. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
    In: MPRA Paper.
    RePEc:pra:mprapa:59312.

    Full description at Econpapers || Download paper

  19. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20003.

    Full description at Econpapers || Download paper

  20. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19792.

    Full description at Econpapers || Download paper

  21. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:887.

    Full description at Econpapers || Download paper

  22. The KOF Economic Barometer, Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-353.

    Full description at Econpapers || Download paper

  23. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Analysen.
    RePEc:kof:anskof:v:8:y:2014:i:1:p:91-106.

    Full description at Econpapers || Download paper

  24. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/14.

    Full description at Econpapers || Download paper

  25. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-78.

    Full description at Econpapers || Download paper

  26. Sufficient information in structural VARs. (2014). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:124-136.

    Full description at Econpapers || Download paper

  27. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; JuanJ. Dolado, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

    Full description at Econpapers || Download paper

  28. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2014s-44.

    Full description at Econpapers || Download paper

  29. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4991.

    Full description at Econpapers || Download paper

  30. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-32.

    Full description at Econpapers || Download paper

  31. The Global Partnership for Sustainable Development. (2013). Quibria, M.G. ; Huang, Yongfu.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-057.

    Full description at Econpapers || Download paper

  32. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

    Full description at Econpapers || Download paper

  33. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

    Full description at Econpapers || Download paper

  34. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang .
    In: MPRA Paper.
    RePEc:pra:mprapa:50005.

    Full description at Econpapers || Download paper

  35. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

    Full description at Econpapers || Download paper

  36. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:13/09.

    Full description at Econpapers || Download paper

  37. The Comovement in Commodity Prices; Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

    Full description at Econpapers || Download paper

  38. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya .
    In: Discussion Papers.
    RePEc:hit:econdp:2013-17.

    Full description at Econpapers || Download paper

  39. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

    Full description at Econpapers || Download paper

  40. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

    Full description at Econpapers || Download paper

  41. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Moreira, Marcelo ; Hallin, Marc ; Onatski, Alexei ; Marcelo Moreira J., .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/137736.

    Full description at Econpapers || Download paper

  42. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

    Full description at Econpapers || Download paper

  43. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

    Full description at Econpapers || Download paper

  44. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

    Full description at Econpapers || Download paper

  45. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:35486.

    Full description at Econpapers || Download paper

  46. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Kneip, Alois ; Bada, Oualid .
    In: MPRA Paper.
    RePEc:pra:mprapa:26006.

    Full description at Econpapers || Download paper

  47. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

    Full description at Econpapers || Download paper

  48. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

  49. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_023.

    Full description at Econpapers || Download paper

  50. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 21:52:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.