The Oxford Handbook of Panel Data

By Badi H. Baltagi. 2014

218 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/3e1765d89e116952c0c343fd256abe497faa0fed

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In Economics and Econometrics

1. Chen Wang
2. A. Onatski
3. Zhenlin Yang
4. Markus Pelger
5. S. Freyaldenhoven
6. Liangjun Su
7. Jushan Bai
8. Alexander Aue

Citations in the corpus

• Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, background): “For detailed discussions on the identification of the SDPD models, see Elhorst (2012) and Lee and Yu (2015b). of observed regressors (Hsiao et al., 2002).”
• Alternative asymptotics for cointegration tests in large VARs (2016, background): “Banerjee, Marcellino, and Osbat (2004) emphasize the importance of testing for no cross-sectional cointegration in panel cointegration analysis (see Breitung and Pesaran (2008) and Choi (2015)), and the cross-sectional dimension of modern macroeconomic panels can easily be as large as forty.”