Large Panel Data Models with Cross-Sectional Dependence: A Surevey

By Hashem Pesaran. 2013

153 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6c9bab376001490c1e43ea393d304772e42501dc

Citations in the corpus

• Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016, unknown): “Following Pesaran et al. [11] , our experiments use the following data-generating process y it = α i + β i x it + u it , i = 1, . . . , N; t = 1, . . . , T, (26) x it = ηx it−1 + υ it , (27) where α i ∼IIDN(1, 1); β i ∼IIDN(1, 0.04). x it is a strictly exogenous regressor, and we set η = 0.6 and υ i”