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Large panels with common factors and spatial correlation

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Cited by:

  1. Bertoli, Simone & Brücker, Herbert & Fernández-Huertas Moraga, Jesús, 2016. "The European crisis and migration to Germany," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 61-72.
  2. Arturas Juodis, 2013. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 13-08, Universiteit van Amsterdam, Dept. of Econometrics.
  3. Badi H. Baltagi & Raffaele Lagravinese & Francesco Moscone & Elisa Tosetti, 2017. "Health Care Expenditure and Income: A Global Perspective," Health Economics, John Wiley & Sons, Ltd., vol. 26(7), pages 863-874, July.
  4. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
  5. Stanimira Milcheva & Bing Zhu, 2018. "Asset pricing, spatial linkages and contagion in real estate stocks," Journal of Property Research, Taylor & Francis Journals, vol. 35(4), pages 271-295, October.
  6. Chung, Sunghoon & Lee, Joonhyung & Osang, Thomas, 2016. "Did China tire safeguard save U.S. workers?," European Economic Review, Elsevier, vol. 85(C), pages 22-38.
  7. Temple, Jonathan & Van de Sijpe, Nicolas, 2017. "Foreign aid and domestic absorption," Journal of International Economics, Elsevier, vol. 108(C), pages 431-443.
  8. Pablo Fernández & Marcos Herrera Gómez, 2023. "Regresiones SUR Espaciales. Análisis Espacio-temporal del Empleo Sectorial en Argentina," Working Papers 279, Red Nacional de Investigadores en Economía (RedNIE).
  9. Ibrahim A. Adekunle & Olumuyiwa G. Yinusa & Tolulope O. Williams & Rahmon A. Folami, 2021. "On the Determinant of Financial Development in Africa: Geography, Institutions and Macroeconomic Policy Relevance," Research Africa Network Working Papers 21/054, Research Africa Network (RAN).
  10. repec:rri:wpaper:201303 is not listed on IDEAS
  11. An Liu & Henk Folmer & Johan H L Oud, 2014. "Estimation of Autoregressive Models with Two Types of Weak Spatial Dependence by Means of the W-Based and the Latent Variables Approach: Evidence from Monte Carlo Simulations," Environment and Planning A, , vol. 46(1), pages 186-202, January.
  12. Chirinko, Robert S. & Wilson, Daniel J., 2017. "Tax competition among U.S. states: Racing to the bottom or riding on a seesaw?," Journal of Public Economics, Elsevier, vol. 155(C), pages 147-163.
  13. Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
  14. Chudik, Alexander & Pesaran, M. Hashem, 2019. "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, vol. 175(C), pages 101-105.
  15. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021. "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
  16. Alper Aslan & Ebru Topcu, 2018. "The Relationship between Export and Growth: Panel Data Evidence from Turkish Sectors," Economies, MDPI, vol. 6(2), pages 1-15, April.
  17. Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
  18. Yessi Rahmawati & Andiga Kusuma Nur Ichsan & Annisaa Rizky Dwi Brintanti & Iqram Ramadhan Jamil, 2023. "Geo-spatial analysis: the impact of agriculture productivity, drought, and irrigation on poverty in East Java, Indonesia," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-20, December.
  19. Okyay Ucan & Ilhan Ozturk & Ecem Turgut, 2024. "Determinants of ecological footprint in BRICS countries: a panel data analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26839-26852, October.
  20. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
  21. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
  22. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  23. Jin Lee & Young Hoon Lee, 2021. "Development of a Win Production Function and Evaluation of Cross-Sectional Dependence," Journal of Sports Economics, , vol. 22(4), pages 412-431, May.
  24. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
  25. Cavalcanti, Tiago V. de V. & Mohaddes, Kamiar & Raissi, Mehdi, 2011. "Growth, development and natural resources: New evidence using a heterogeneous panel analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 305-318.
  26. Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015. "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 123-130.
  27. Nicholas Apergis & Christos Bouras, 2023. "Household choices on investing in financial risky assets: Do national institutional factors have their own merit?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 405-420, January.
  28. Tim Buyse & Freddy Heylen & Ruben Schoonackers, 2015. "On The Role Of Public Policies And Wage Formation For Private Investment In R&D: A Long-Run Panel Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/911, Ghent University, Faculty of Economics and Business Administration.
  29. Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015. "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics 61886, London School of Economics and Political Science, LSE Library.
  30. Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
  31. Laurent Gobillon & Thierry Magnac, 2016. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," The Review of Economics and Statistics, MIT Press, vol. 98(3), pages 535-551, July.
  32. Teemu Makkonen & Timo Mitze, 2019. "Deconstructing the Education-Innovation-Development Nexus in the EU-28 Using Panel Causality and Poolability Tests," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(2), pages 516-549, June.
  33. G. Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics.
  34. Naima Chrid & Sami Saafi & Mohamed Chakroun, 2021. "Export Upgrading and Economic Growth: a Panel Cointegration and Causality Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(2), pages 811-841, June.
  35. Don Freeman, 2009. "Beer in Good Times and Bad: A U.S. State-Level Analysis of Economic Conditions and Alcohol Consumption," Working Papers 0906, Sam Houston State University, Department of Economics and International Business.
  36. Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  37. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
  38. Yuan, Jian & Yang, Ranran & Fu, Qiang, 2023. "Aspects of renewable energy influenced by natural resources: How do the stock market and technology play a role?," Resources Policy, Elsevier, vol. 85(PB).
  39. Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018. "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 167-193, June.
  40. Deniz, Pinar & Stengos, Thanasis & Yazgan, M. Ege, 2018. "Identification of common factors in panel data growth model," Economics Letters, Elsevier, vol. 168(C), pages 94-97.
  41. El Anshasy, Amany A. & Katsaiti, Marina-Selini, 2013. "Natural resources and fiscal performance: Does good governance matter?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 285-298.
  42. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  43. Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
  44. Chandan Sharma, 2019. "Exchange rate volatility and exports from India: a commodity-level panel data analysis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(1), pages 23-44, June.
  45. Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
  46. Afonso, António & Jalles, João Tovar, 2013. "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 384-407.
  47. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
  48. Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
  49. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  50. Bertoli, Simone & Fernández-Huertas Moraga, Jesús, 2013. "Multilateral resistance to migration," Journal of Development Economics, Elsevier, vol. 102(C), pages 79-100.
  51. Mao, Guangyu & Shen, Yan, 2019. "Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence," China Economic Review, Elsevier, vol. 53(C), pages 53-64.
  52. Erdal Özmen & Özge Doğanay Yaşar, 2015. "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers 1510, ERC - Economic Research Center, Middle East Technical University, revised Nov 2015.
  53. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
  54. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
  55. Boneva, L. & Linton, O., 2017. "A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance," Cambridge Working Papers in Economics 1703, Faculty of Economics, University of Cambridge.
  56. Akgun, Oguzhan & Pirotte, Alain & Urga, Giovanni, 2020. "Forecasting using heterogeneous panels with cross-sectional dependence," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1211-1227.
  57. Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
  58. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, 02.
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