Weak and Strong Cross Section Dependence and Estimation of Large Panels (2009)

by Alexander Chudik , M. Hashem Pesaran , Elisa Tosetti
Citations:36 - 18 self

Active Bibliography

22 Large panels with common factors and spatial correlations – M. Hashem Pesaran, Elisa Tosetti - 2007
Weak and Strong Cross Section Dependence and Estimation of Large Panels – Alexander Chudik Y, M. Hashem Pesaran Z, Elisa Tosetti X - 2009
A Spatio-Temporal Model of House Prices in the US – Sean Hollyy, M. Hashem, Pesarany Takashi Yamagataz - 2007
7 A Spatio-Temporal Model of House Prices in the US – Sean Holly, M. Hashem Pesaran, Takashi Yamagata - 2008
of LaborA Spatio-Temporal Model of House Prices in the US – Sean Holly, M. Hashem Pesaran, Takashi Yamagata, Sean Holly, M. Hashem Pesaran, Takashi Yamagata
2 Large Panels with Spatial Correlation and Common Factors – M. Hashem Pesaran, Elisa Tosetti - 2009
Large Panel Data Models with Cross-Sectional Dependence: A Survey * – Alexander Chudik, M. Hashem Pesaran, Takashi Yamagata - 2013
9 Infinite-Dimensional VAR and Factor Models – Alexander Chudik, M. Hashem Pesaran - 2008
Determining the Number . . . Empirical Distribution of Eigenvalues – Alexei Onatski - 2005
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors * – Alexander Chudik, M. Hashem Pesaran - 2013
Copyright (2011) Qihui ChenTesting Heterogeneity in Panel Data Models with Interactive Fixed Effects ∗ – Qihui Chen, Qihui Chen, Qihui Chen, Zhenlin Yang, Qihui Chen - 2011
11 Panel Cointegration with Global Stochastic Trends: Supplementary Appendix – Jushan Bai, Chihwa Kao, Serena Ng - 2006
1 Spatial Regression – Luc Anselin - 2006
2 Spatial and Temporal Diffusion of House Prices in the UK – Sean Holly, M. Hashem Pesaran , Takashi Yamagata - 2009
Infinite Dimensional VARs and Factor Models – Alexander Chudik, M. Hashem Pesaran - 2007
Panels with non-stationary . . . – G. Kapetanios , M. Hashem Pesaran , T. Yamagata - 2011
Panel Time-Series – Ron P. Smith, Ana-maria Fuertes - 2010
Likelihood Expansion for Panel Regression Models with Factors ∗ – Hyungsik Roger, Moon Martin Weidner - 2009
European Central Bank, and CIMF – Alexander Chudik Y, M. Hashem Pesaran Z - 2011